+57.3%
LLY vs KRMN
-59.3%
+116.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -13.5% | +14.1% | +1.3% |
| 7D | +10.1% | -10.0% | +20.1% | +10.5% |
| 30D | +24.0% | +3.5% | +20.6% | +23.7% |
| 3M | +27.3% | -36.7% | +64.0% | +29.1% |
| 6M | +47.0% | -47.7% | +94.6% | +49.6% |
| YTD | +32.6% | -53.3% | +85.9% | +32.4% |
| 1Y | +57.3% | -59.7% | +117.0% | +57.9% |
| All | +57.3% | -59.3% | +116.7% | +57.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling