+0.8%
MA vs KRMN
+14.6%
-13.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | -0.3% |
| 7D | -3.5% | -15.1% | +11.7% | -2.7% |
| 30D | +0.7% | -44.5% | +45.2% | +3.8% |
| 3M | +15.8% | -25.0% | +40.8% | +16.9% |
| 6M | +10.2% | -66.5% | +76.8% | +17.3% |
| YTD | -0.5% | -53.0% | +52.5% | +1.1% |
| 1Y | -1.8% | -44.7% | +42.9% | -3.2% |
| All | +0.8% | +14.6% | -13.9% | -18.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling