+0.9%
MLM vs KRMN
+53.0%
-52.1%
-33.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.8% | +2.4% |
| 7D | -3.8% | +17.3% | -21.1% | -5.5% |
| 30D | +11.0% | +40.8% | -29.8% | +6.6% |
| 3M | -3.1% | -21.2% | +18.1% | -1.0% |
| 6M | -9.8% | -24.6% | +14.8% | -8.1% |
| YTD | -14.4% | -37.3% | +22.9% | -12.3% |
| 1Y | -12.6% | -35.1% | +22.5% | -11.1% |
| All | +0.9% | +53.0% | -52.1% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling