-42.1%
LII vs KRMN
+35.5%
-77.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +2.9% | -10.9% | +13.8% | +3.9% |
| 30D | +0.9% | +34.9% | -34.0% | -3.0% |
| 3M | -15.5% | -32.8% | +17.3% | -12.1% |
| 6M | -30.2% | -39.6% | +9.4% | -27.4% |
| YTD | -26.8% | -44.4% | +17.6% | -24.7% |
| 1Y | -25.3% | -32.2% | +6.9% | -25.1% |
| All | -42.1% | +35.5% | -77.7% | -50.2% |
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