+25.3%
MGY vs KRMN
+17.6%
+7.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | +0.1% |
| 7D | +3.5% | -11.8% | +15.3% | +3.9% |
| 30D | +5.3% | -43.0% | +48.3% | +7.0% |
| 3M | +2.6% | -28.8% | +31.5% | +3.4% |
| 6M | -3.3% | -66.3% | +63.1% | +2.1% |
| YTD | +29.2% | -51.8% | +81.0% | +29.9% |
| 1Y | +18.0% | -44.7% | +62.7% | +16.0% |
| All | +25.3% | +17.6% | +7.7% | +1.2% |
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 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