-42.4%
LII vs KRMN
+49.0%
-91.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.8% | -1.0% | +0.7% |
| 7D | -2.3% | +30.8% | -33.1% | -5.1% |
| 30D | -1.7% | +40.2% | -41.9% | -5.6% |
| 3M | -18.3% | -27.8% | +9.6% | -15.4% |
| 6M | -32.3% | -24.0% | -8.3% | -31.1% |
| YTD | -27.1% | -38.9% | +11.8% | -25.5% |
| 1Y | -27.2% | -35.6% | +8.4% | -26.4% |
| All | -42.4% | +49.0% | -91.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling