-23.3%
MKC vs KRMN
-25.5%
+2.2%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.4% | -1.0% |
| 7D | -5.9% | -12.3% | +6.4% | -6.4% |
| 30D | -0.9% | -27.5% | +26.6% | -2.4% |
| 3M | +12.7% | -26.5% | +39.2% | +11.5% |
| 6M | -19.3% | -59.6% | +40.3% | -22.1% |
| YTD | -22.2% | -45.4% | +23.2% | -24.3% |
| 1Y | -23.3% | -25.1% | +1.8% | -29.2% |
| All | -23.3% | -25.5% | +2.2% | -29.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling