-74.7%
LULU vs KRMN
+17.6%
-92.3%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.0% |
| 7D | -1.6% | -11.8% | +10.1% | -0.8% |
| 30D | -18.1% | -43.0% | +24.9% | -15.0% |
| 3M | -18.8% | -28.8% | +10.1% | -17.1% |
| 6M | -39.2% | -66.3% | +27.1% | -35.8% |
| YTD | -52.4% | -51.8% | -0.6% | -50.4% |
| 1Y | -40.3% | -44.7% | +4.4% | -38.2% |
| All | -74.7% | +17.6% | -92.3% | -75.2% |
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