-42.8%
LII vs KRMN
+35.0%
-77.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.6% | 0.0% |
| 7D | -0.2% | +26.2% | -26.4% | -2.9% |
| 30D | -0.6% | +34.3% | -34.9% | -4.4% |
| 3M | -17.0% | -34.6% | +17.6% | -13.4% |
| 6M | -31.1% | -35.2% | +4.0% | -28.8% |
| YTD | -27.7% | -44.6% | +17.0% | -25.5% |
| 1Y | -26.2% | -40.2% | +14.1% | -25.0% |
| All | -42.8% | +35.0% | -77.8% | -50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded KRMN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling