+12.3%
MAGS vs KRMN
-65.5%
+77.8%
-13.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -11.3% | +11.6% | +1.8% |
| 7D | +0.8% | -12.9% | +13.7% | +2.5% |
| 30D | +0.4% | -43.3% | +43.7% | +7.9% |
| 3M | +5.6% | -27.2% | +32.8% | +8.8% |
| 6M | +12.3% | -66.8% | +79.1% | +31.7% |
| All | +12.3% | -65.5% | +77.8% | +31.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling