-21.0%
MDLN vs KRMN
-48.6%
+27.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.4% | -2.5% | -4.7% |
| 7D | -11.5% | -15.1% | +3.6% | -10.3% |
| 30D | -7.6% | -44.5% | +36.9% | -3.2% |
| 3M | -11.4% | -25.0% | +13.7% | -9.5% |
| 6M | -24.5% | -66.5% | +42.1% | -19.6% |
| YTD | -22.9% | -53.0% | +30.1% | -16.7% |
| All | -21.0% | -48.6% | +27.6% | -14.3% |
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 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