+25.9%
MDB vs KRMN
+33.3%
-7.4%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.3% | -2.8% | -3.8% |
| 7D | -17.4% | -12.3% | -5.2% | -14.8% |
| 30D | -2.0% | -27.5% | +25.4% | +5.9% |
| 3M | -3.0% | -26.5% | +23.5% | +3.7% |
| 6M | +48.7% | -59.6% | +108.2% | +84.1% |
| YTD | -12.1% | -45.4% | +33.2% | -4.0% |
| 1Y | +14.5% | -25.1% | +39.6% | +7.4% |
| All | +25.9% | +33.3% | -7.4% | -25.0% |
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