+6.3%
MAGS vs KRMN
-59.3%
+65.6%
-17.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -13.5% | +15.8% | +3.4% |
| 7D | -1.4% | -10.0% | +8.7% | -0.7% |
| 30D | -4.4% | +3.5% | -7.9% | -5.1% |
| 3M | +1.9% | -36.7% | +38.6% | +6.2% |
| 6M | +4.9% | -47.7% | +52.6% | +10.7% |
| YTD | +6.5% | -53.3% | +59.8% | +11.6% |
| 1Y | +6.3% | -59.7% | +66.0% | +14.9% |
| All | +6.3% | -59.3% | +65.6% | +14.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling