-17.3%
MCD vs KRMN
-25.5%
+8.2%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.5% |
| 7D | -2.8% | -12.3% | +9.4% | -2.8% |
| 30D | -6.0% | -27.5% | +21.4% | -6.0% |
| 3M | -5.6% | -26.5% | +20.9% | -5.5% |
| 6M | -21.9% | -59.6% | +37.7% | -22.1% |
| YTD | -14.7% | -45.4% | +30.7% | -14.0% |
| 1Y | -17.3% | -25.1% | +7.8% | -16.1% |
| All | -17.3% | -25.5% | +8.2% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling