+13.1%
MAS vs KRMN
+35.5%
-22.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | +3.0% | -10.9% | +13.8% | +3.9% |
| 30D | +22.4% | +34.9% | -12.5% | +17.9% |
| 3M | +14.5% | -32.8% | +47.3% | +18.7% |
| 6M | +27.1% | -39.6% | +66.7% | +32.0% |
| YTD | +35.8% | -44.4% | +80.2% | +38.9% |
| 1Y | +39.4% | -32.2% | +71.6% | +38.7% |
| All | +13.1% | +35.5% | -22.5% | -3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling