-14.9%
META vs KRMN
+33.3%
-48.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.3% | +2.3% | +1.2% |
| 7D | +6.7% | -12.3% | +19.0% | +8.8% |
| 30D | +4.8% | -27.5% | +32.2% | +9.9% |
| 3M | -1.6% | -26.5% | +24.9% | +2.4% |
| 6M | -7.5% | -59.6% | +52.1% | +5.2% |
| YTD | -6.4% | -45.4% | +39.0% | -0.7% |
| 1Y | -17.3% | -25.1% | +7.8% | -19.7% |
| All | -14.9% | +33.3% | -48.2% | -34.9% |
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