+9.4%
MAS vs KRMN
+52.0%
-42.7%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +42.1% | -44.1% | -5.2% |
| 7D | +2.0% | +14.2% | -12.2% | +0.6% |
| 30D | +19.4% | +45.3% | -25.9% | +14.5% |
| 3M | +9.4% | -17.3% | +26.7% | +11.3% |
| 6M | +15.3% | -27.8% | +43.1% | +18.0% |
| YTD | +31.3% | -37.7% | +69.0% | +33.2% |
| 1Y | +34.9% | -39.2% | +74.0% | +36.7% |
| All | +9.4% | +52.0% | -42.7% | -7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling