+45.2%
MP vs KRMN
+52.0%
-6.8%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +42.1% | -37.2% | -7.6% |
| 7D | -10.5% | +14.2% | -24.7% | -15.3% |
| 30D | -23.5% | +45.3% | -68.8% | -33.4% |
| 3M | -25.4% | -17.3% | -8.2% | -22.2% |
| 6M | -51.3% | -27.8% | -23.4% | -47.9% |
| YTD | -29.9% | -37.7% | +7.8% | -19.5% |
| 1Y | -31.8% | -39.2% | +7.3% | -22.2% |
| All | +45.2% | +52.0% | -6.8% | +32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling