-15.6%
MOS vs KRMN
-59.3%
+43.7%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +17.4% | -13.5% | +30.9% | +17.8% |
| 7D | +17.9% | -10.0% | +28.0% | +18.0% |
| 30D | +1.6% | +3.5% | -1.9% | +0.4% |
| 3M | -4.0% | -36.7% | +32.7% | -1.1% |
| 6M | -4.1% | -47.7% | +43.6% | +0.1% |
| YTD | -7.8% | -53.3% | +45.5% | -4.3% |
| 1Y | -15.6% | -59.7% | +44.1% | -12.1% |
| All | -15.6% | -59.3% | +43.7% | -12.1% |
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