-14.7%
MCD vs KRMN
+17.4%
-32.1%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.3% | +10.4% | -0.8% |
| 7D | -2.9% | -12.9% | +10.0% | -2.7% |
| 30D | -6.7% | -43.3% | +36.6% | -6.1% |
| 3M | -9.6% | -27.2% | +17.6% | -9.2% |
| 6M | -22.3% | -66.8% | +44.5% | -21.4% |
| YTD | -15.4% | -51.9% | +36.4% | -14.9% |
| 1Y | -16.8% | -43.7% | +26.9% | -16.8% |
| All | -14.7% | +17.4% | -32.1% | -18.1% |
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 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