+26.4%
LMT vs KRMN
+17.4%
+9.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.3% | +9.1% | -0.6% |
| 7D | -1.3% | -12.9% | +11.5% | +0.5% |
| 30D | -12.5% | -43.3% | +30.8% | -5.4% |
| 3M | -0.5% | -27.2% | +26.7% | +3.6% |
| 6M | -20.0% | -66.8% | +46.8% | -9.4% |
| YTD | +10.4% | -51.9% | +62.3% | +19.1% |
| 1Y | +17.7% | -43.7% | +61.4% | +24.7% |
| All | +26.4% | +17.4% | +9.0% | +26.4% |
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