-11.5%
META vs KRMN
+46.4%
-57.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.3% | +4.3% | +0.5% |
| 7D | +3.3% | +11.1% | -7.9% | +1.4% |
| 30D | -10.8% | +34.7% | -45.5% | -14.8% |
| 3M | +7.9% | -29.4% | +37.3% | +13.1% |
| 6M | +5.4% | -27.8% | +33.2% | +8.8% |
| YTD | -2.6% | -40.0% | +37.4% | +1.1% |
| 1Y | +1.9% | -39.3% | +41.1% | +5.0% |
| All | -11.5% | +46.4% | -57.8% | -33.7% |
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 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