-17.9%
MLM vs KRMN
-37.1%
+19.2%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | +1.4% | -3.4% | +4.8% | +1.8% |
| 30D | -6.5% | -31.8% | +25.3% | -2.7% |
| 3M | -7.4% | -20.0% | +12.6% | -5.6% |
| 6M | -15.8% | -60.5% | +44.7% | -7.6% |
| YTD | -17.4% | -45.8% | +28.3% | -14.5% |
| 1Y | -17.9% | -36.4% | +18.5% | -20.1% |
| All | -17.9% | -37.1% | +19.2% | -20.1% |
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