-11.1%
META vs KRMN
+14.6%
-25.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.4% | +0.9% | -1.1% |
| 7D | +5.5% | -15.1% | +20.6% | +7.8% |
| 30D | +7.6% | -44.5% | +52.0% | +17.4% |
| 3M | +13.0% | -25.0% | +38.0% | +16.6% |
| 6M | -1.3% | -66.5% | +65.2% | +15.2% |
| YTD | -2.2% | -53.0% | +50.8% | +5.8% |
| 1Y | -14.0% | -44.7% | +30.7% | -11.3% |
| All | -11.1% | +14.6% | -25.8% | -30.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling