+82.8%
LSCC vs KRMN
+33.3%
+49.6%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.3% |
| 7D | +1.3% | -12.3% | +13.6% | +4.1% |
| 30D | -9.7% | -27.5% | +17.8% | -3.3% |
| 3M | -23.7% | -26.5% | +2.8% | -19.1% |
| 6M | +26.5% | -59.6% | +86.1% | +49.4% |
| YTD | +57.5% | -45.4% | +102.9% | +67.8% |
| 1Y | +75.7% | -25.1% | +100.8% | +70.2% |
| All | +82.8% | +33.3% | +49.6% | +30.7% |
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