-64.8%
MOD vs KRMN
-28.2%
-36.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +42.1% | -36.4% | -1.9% |
| 7D | -25.5% | +14.2% | -39.7% | -27.7% |
| 30D | -49.0% | +45.3% | -94.3% | -51.5% |
| 3M | -49.8% | -17.3% | -32.5% | -49.0% |
| 6M | -64.8% | -27.8% | -36.9% | -67.0% |
| All | -64.8% | -28.2% | -36.6% | -67.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling