+28.2%
LTH vs KRMN
+17.6%
+10.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.5% | -0.3% |
| 7D | -4.0% | -11.8% | +7.8% | -2.6% |
| 30D | -5.3% | -43.0% | +37.7% | +1.0% |
| 3M | +19.0% | -28.8% | +47.9% | +22.8% |
| 6M | +55.8% | -66.3% | +122.1% | +76.9% |
| YTD | +56.1% | -51.8% | +107.9% | +63.3% |
| 1Y | +41.3% | -44.7% | +86.0% | +41.2% |
| All | +28.2% | +17.6% | +10.6% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling