+3.8%
MOD vs KRMN
+52.0%
-48.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +42.1% | -36.4% | -4.3% |
| 7D | -25.5% | +14.2% | -39.7% | -28.2% |
| 30D | -49.0% | +45.3% | -94.3% | -53.7% |
| 3M | -49.8% | -17.3% | -32.5% | -48.1% |
| 6M | -64.8% | -27.8% | -36.9% | -63.2% |
| YTD | -27.6% | -37.7% | +10.0% | -26.5% |
| 1Y | -35.2% | -39.2% | +4.0% | -34.3% |
| All | +3.8% | +52.0% | -48.2% | -27.8% |
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 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