-15.4%
META vs KRMN
+32.3%
-47.7%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.4% |
| 7D | +6.0% | -3.4% | +9.4% | +6.6% |
| 30D | +3.6% | -31.8% | +35.5% | +9.9% |
| 3M | +4.9% | -20.0% | +24.9% | +7.6% |
| 6M | -4.7% | -60.5% | +55.8% | +8.8% |
| YTD | -6.9% | -45.8% | +38.9% | -1.1% |
| 1Y | -18.2% | -36.4% | +18.2% | -17.1% |
| All | -15.4% | +32.3% | -47.7% | -35.2% |
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