+4.6%
MDT vs KRMN
+17.4%
-12.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.7% | +0.1% |
| 7D | -0.3% | -12.9% | +12.6% | +0.4% |
| 30D | +2.8% | -43.3% | +46.1% | +6.0% |
| 3M | +13.1% | -27.2% | +40.3% | +14.8% |
| 6M | +2.3% | -66.8% | +69.1% | +8.3% |
| YTD | -2.7% | -51.9% | +49.2% | +0.4% |
| 1Y | +0.9% | -43.7% | +44.5% | +2.1% |
| All | +4.6% | +17.4% | -12.8% | -6.3% |
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