+3.2%
MA vs KRMN
+33.3%
-30.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -1.0% |
| 7D | -2.7% | -12.3% | +9.6% | -2.1% |
| 30D | +1.5% | -27.5% | +29.0% | +3.1% |
| 3M | +20.4% | -26.5% | +46.9% | +22.0% |
| 6M | +11.1% | -59.6% | +70.7% | +17.0% |
| YTD | +2.0% | -45.4% | +47.3% | +2.8% |
| 1Y | -2.2% | -25.1% | +23.0% | -6.6% |
| All | +3.2% | +33.3% | -30.0% | -16.9% |
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