-8.7%
MOS vs KRMN
+53.0%
-61.7%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.6% | +1.2% | +1.8% |
| 7D | +19.7% | +17.3% | +2.4% | +18.2% |
| 30D | +21.5% | +40.8% | -19.3% | +17.8% |
| 3M | -0.4% | -21.2% | +20.8% | +2.2% |
| 6M | +4.5% | -24.6% | +29.1% | +7.0% |
| YTD | -2.9% | -37.3% | +34.4% | -0.2% |
| 1Y | -7.7% | -35.1% | +27.3% | -5.8% |
| All | -8.7% | +53.0% | -61.7% | -19.8% |
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