-31.1%
MKC vs KRMN
+14.6%
-45.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.6% | -0.8% |
| 7D | -2.8% | -15.1% | +12.3% | -3.0% |
| 30D | -3.4% | -44.5% | +41.1% | -4.2% |
| 3M | +3.8% | -25.0% | +28.8% | +3.6% |
| 6M | -17.9% | -66.5% | +48.6% | -18.3% |
| YTD | -23.6% | -53.0% | +29.4% | -25.0% |
| 1Y | -23.1% | -44.7% | +21.6% | -25.7% |
| All | -31.1% | +14.6% | -45.8% | -39.6% |
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