+106.8%
MOD vs KRMN
+32.3%
+74.5%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.0% |
| 7D | +6.3% | -3.4% | +9.7% | +7.2% |
| 30D | -1.7% | -31.8% | +30.2% | +7.7% |
| 3M | -30.1% | -20.0% | -10.1% | -26.9% |
| 6M | +2.7% | -60.5% | +63.2% | +26.4% |
| YTD | +44.1% | -45.8% | +89.8% | +52.9% |
| 1Y | +38.7% | -36.4% | +75.1% | +38.0% |
| All | +106.8% | +32.3% | +74.5% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling