+16.8%
MAR vs KRMN
+17.4%
-0.6%
-26.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -11.3% | +12.1% | +1.6% |
| 7D | -0.5% | -12.9% | +12.4% | +0.4% |
| 30D | -4.7% | -43.3% | +38.7% | -0.9% |
| 3M | -15.6% | -27.2% | +11.6% | -14.1% |
| 6M | +1.2% | -66.8% | +68.0% | +8.7% |
| YTD | +7.5% | -51.9% | +59.4% | +10.3% |
| 1Y | +26.6% | -43.7% | +70.3% | +25.6% |
| All | +16.8% | +17.4% | -0.6% | -4.8% |
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