+31.2%
LTH vs KRMN
+32.3%
-1.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.7% | -1.0% | -1.7% |
| 7D | +1.5% | -3.4% | +4.9% | +1.9% |
| 30D | -3.1% | -31.8% | +28.8% | +1.2% |
| 3M | +28.1% | -20.0% | +48.2% | +30.4% |
| 6M | +67.4% | -60.5% | +127.9% | +86.3% |
| YTD | +59.8% | -45.8% | +105.5% | +64.9% |
| 1Y | +45.6% | -36.4% | +81.9% | +42.8% |
| All | +31.2% | +32.3% | -1.1% | -3.4% |
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