-14.0%
MP vs KRMN
-44.1%
+30.1%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.3% | +9.3% | +2.9% |
| 7D | -0.7% | -12.9% | +12.1% | +5.0% |
| 30D | -0.7% | -43.3% | +42.7% | +26.5% |
| 3M | 0.0% | -27.2% | +27.2% | +13.1% |
| 6M | -10.0% | -66.8% | +56.9% | +43.3% |
| YTD | +7.5% | -51.9% | +59.3% | +41.5% |
| 1Y | -14.0% | -43.7% | +29.6% | +2.4% |
| All | -14.0% | -44.1% | +30.1% | +2.4% |
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