+4.2%
MOS vs KRMN
+17.4%
-13.2%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.3% | +10.1% | -0.1% |
| 7D | +1.7% | -12.9% | +14.5% | +3.0% |
| 30D | +11.7% | -43.3% | +55.0% | +18.3% |
| 3M | +23.2% | -27.2% | +50.4% | +26.0% |
| 6M | -1.6% | -66.8% | +65.2% | +9.5% |
| YTD | +10.8% | -51.9% | +62.7% | +16.8% |
| 1Y | -16.2% | -43.7% | +27.4% | -13.7% |
| All | +4.2% | +17.4% | -13.2% | -6.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling