0.0%
MCD vs KRMN
-28.3%
+28.4%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.6% |
| 7D | -1.6% | -10.9% | +9.2% | -1.7% |
| 30D | +14.1% | +34.9% | -20.8% | +13.6% |
| 3M | +0.6% | -32.8% | +33.4% | +1.2% |
| 6M | 0.0% | -39.6% | +39.6% | +1.1% |
| All | 0.0% | -28.3% | +28.4% | +1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling