+43.1%
MOD vs KRMN
-25.5%
+68.7%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.3% | +5.6% | +4.6% |
| 7D | +9.6% | -12.3% | +21.9% | +12.2% |
| 30D | 0.0% | -27.5% | +27.5% | +6.1% |
| 3M | -35.4% | -26.5% | -8.9% | -32.1% |
| 6M | -7.3% | -59.6% | +52.3% | +7.8% |
| YTD | +45.8% | -45.4% | +91.2% | +47.4% |
| 1Y | +43.1% | -25.1% | +68.2% | +43.3% |
| All | +43.1% | -25.5% | +68.7% | +43.3% |
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