+33.5%
LLY vs KRMN
+33.3%
+0.2%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.8% |
| 7D | -2.1% | -12.3% | +10.1% | -1.3% |
| 30D | -1.6% | -27.5% | +25.9% | +0.4% |
| 3M | +2.3% | -26.5% | +28.8% | +4.0% |
| 6M | +14.9% | -59.6% | +74.5% | +20.6% |
| YTD | +7.5% | -45.4% | +52.8% | +8.6% |
| 1Y | +55.7% | -25.1% | +80.8% | +49.7% |
| All | +33.5% | +33.3% | +0.2% | +11.9% |
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 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