-7.8%
MOS vs KRMN
+46.4%
-54.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.3% | +5.3% | +1.2% |
| 7D | +24.8% | +11.1% | +13.7% | +23.7% |
| 30D | +22.7% | +34.7% | -12.1% | +19.2% |
| 3M | -1.2% | -29.4% | +28.1% | +2.3% |
| 6M | +5.5% | -27.8% | +33.4% | +8.3% |
| YTD | -2.0% | -40.0% | +38.0% | +1.0% |
| 1Y | -7.9% | -39.3% | +31.3% | -5.6% |
| All | -7.8% | +46.4% | -54.2% | -18.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling