+14.6%
MMM vs KRMN
+17.6%
-3.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.6% | -1.3% | +1.0% |
| 7D | -2.1% | -11.8% | +9.6% | -0.7% |
| 30D | -9.8% | -43.0% | +33.2% | -3.8% |
| 3M | +4.9% | -28.8% | +33.8% | +8.5% |
| 6M | +7.3% | -66.3% | +73.7% | +20.6% |
| YTD | +4.5% | -51.8% | +56.3% | +9.5% |
| 1Y | +5.4% | -44.7% | +50.1% | +6.0% |
| All | +14.6% | +17.6% | -3.0% | -9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling