+122.7%
MP vs KRMN
+17.4%
+105.3%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.3% | +9.3% | +1.9% |
| 7D | -0.7% | -12.9% | +12.1% | +3.8% |
| 30D | -0.7% | -43.3% | +42.7% | +19.9% |
| 3M | 0.0% | -27.2% | +27.2% | +10.4% |
| 6M | -10.0% | -66.8% | +56.9% | +26.2% |
| YTD | +7.5% | -51.9% | +59.3% | +37.2% |
| 1Y | -14.0% | -43.7% | +29.6% | +6.9% |
| All | +122.7% | +17.4% | +105.3% | +126.6% |
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