+27.6%
MDB vs KRMN
+14.6%
+13.0%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -2.4% | +6.7% | +4.9% |
| 7D | -2.8% | -15.1% | +12.4% | +1.0% |
| 30D | -14.9% | -44.5% | +29.6% | -2.0% |
| 3M | +7.3% | -25.0% | +32.4% | +13.8% |
| 6M | +38.2% | -66.5% | +104.7% | +79.4% |
| YTD | -10.9% | -53.0% | +42.1% | +0.8% |
| 1Y | +11.6% | -44.7% | +56.4% | +16.3% |
| All | +27.6% | +14.6% | +13.0% | -21.3% |
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 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