+1.1%
MA vs KRMN
+17.4%
-16.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.7% | 0.0% |
| 7D | -3.5% | -12.9% | +9.4% | -2.8% |
| 30D | +0.8% | -43.3% | +44.1% | +3.7% |
| 3M | +14.8% | -27.2% | +42.0% | +16.2% |
| 6M | +10.0% | -66.8% | +76.8% | +17.2% |
| YTD | -0.1% | -51.9% | +51.8% | +1.4% |
| 1Y | -2.2% | -43.7% | +41.4% | -3.7% |
| All | +1.1% | +17.4% | -16.3% | -18.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling