+160.3%
MKSI vs KRMN
+17.6%
+142.7%
-45.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.4% |
| 7D | +2.7% | -11.8% | +14.4% | +6.0% |
| 30D | -12.8% | -43.0% | +30.2% | +1.4% |
| 3M | -22.5% | -28.8% | +6.3% | -16.1% |
| 6M | +19.4% | -66.3% | +85.7% | +56.6% |
| YTD | +67.7% | -51.8% | +119.5% | +89.7% |
| 1Y | +131.4% | -44.7% | +176.1% | +144.2% |
| All | +160.3% | +17.6% | +142.7% | +83.8% |
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