-21.3%
MRSH vs KRMN
+17.6%
-38.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -4.8% | -11.8% | +7.0% | -4.6% |
| 30D | -6.3% | -43.0% | +36.7% | -5.6% |
| 3M | +5.8% | -28.8% | +34.6% | +6.2% |
| 6M | +2.8% | -66.3% | +69.1% | +5.4% |
| YTD | -3.1% | -51.8% | +48.7% | -3.1% |
| 1Y | -11.3% | -44.7% | +33.4% | -12.6% |
| All | -21.3% | +17.6% | -38.9% | -30.8% |
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 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