+87.6%
MNST vs KRMN
+35.5%
+52.1%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.4% | +1.6% | +2.0% |
| 7D | +1.6% | -10.9% | +12.5% | +1.5% |
| 30D | +5.1% | +34.9% | -29.8% | +5.3% |
| 3M | -0.5% | -32.8% | +32.3% | 0.0% |
| 6M | +8.1% | -39.6% | +47.7% | +8.8% |
| YTD | +21.2% | -44.4% | +65.6% | +22.0% |
| 1Y | +30.7% | -32.2% | +62.9% | +31.4% |
| All | +87.6% | +35.5% | +52.1% | +73.8% |
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 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