+12.8%
MAS vs KRMN
+35.0%
-22.2%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +0.2% |
| 7D | +1.2% | +26.2% | -25.0% | -1.4% |
| 30D | +21.6% | +34.3% | -12.7% | +17.1% |
| 3M | +14.1% | -34.6% | +48.7% | +18.7% |
| 6M | +22.6% | -35.2% | +57.8% | +26.4% |
| YTD | +35.4% | -44.6% | +80.1% | +38.6% |
| 1Y | +37.5% | -40.2% | +77.7% | +38.8% |
| All | +12.8% | +35.0% | -22.2% | -3.6% |
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