+11.5%
MAS vs KRMN
+7.0%
+4.5%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -6.1% | +2.6% | -2.8% |
| 7D | +4.6% | -23.0% | +27.6% | +7.2% |
| 30D | +19.9% | -3.6% | +23.5% | +19.7% |
| 3M | +8.9% | -41.8% | +50.7% | +14.6% |
| 6M | +20.2% | -49.0% | +69.1% | +27.1% |
| YTD | +33.9% | -56.1% | +90.0% | +40.5% |
| 1Y | +34.7% | -59.8% | +94.4% | +42.3% |
| All | +11.5% | +7.0% | +4.5% | -2.3% |
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 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