+14.7%
MAS vs KRMN
+53.0%
-38.3%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +0.6% | +3.9% | +4.4% |
| 7D | +3.3% | +17.3% | -14.0% | +1.6% |
| 30D | +25.5% | +40.8% | -15.4% | +20.7% |
| 3M | +11.8% | -21.2% | +32.9% | +14.3% |
| 6M | +21.3% | -24.6% | +45.9% | +23.6% |
| YTD | +37.7% | -37.3% | +75.0% | +39.6% |
| 1Y | +41.0% | -35.1% | +76.1% | +41.7% |
| All | +14.7% | +53.0% | -38.3% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling