-10.5%
MLM vs KRMN
-59.3%
+48.8%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -13.5% | +15.9% | +3.8% |
| 7D | +9.1% | -10.0% | +19.2% | +10.1% |
| 30D | +14.6% | +3.5% | +11.2% | +13.7% |
| 3M | +0.3% | -36.7% | +37.0% | +4.5% |
| 6M | -7.5% | -47.7% | +40.2% | -2.2% |
| YTD | -10.2% | -53.3% | +43.1% | -6.6% |
| 1Y | -10.5% | -59.7% | +49.2% | -5.2% |
| All | -10.5% | -59.3% | +48.8% | -5.2% |
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