-30.8%
MKC vs KRMN
+17.6%
-48.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.5% |
| 7D | -1.5% | -11.8% | +10.3% | -1.6% |
| 30D | -3.1% | -43.0% | +39.9% | -3.9% |
| 3M | +5.2% | -28.8% | +34.0% | +4.9% |
| 6M | -12.8% | -66.3% | +53.5% | -13.2% |
| YTD | -23.3% | -51.8% | +28.5% | -24.6% |
| 1Y | -24.1% | -44.7% | +20.6% | -26.5% |
| All | -30.8% | +17.6% | -48.4% | -39.3% |
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