+20.9%
MS vs KRMN
-59.3%
+80.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -13.5% | +17.8% | +5.9% |
| 7D | +2.6% | -10.0% | +12.7% | +3.7% |
| 30D | +2.6% | +3.5% | -0.9% | +1.4% |
| 3M | -10.1% | -36.7% | +26.6% | -4.9% |
| 6M | +4.4% | -47.7% | +52.1% | +12.1% |
| YTD | +11.7% | -53.3% | +65.0% | +18.3% |
| 1Y | +20.9% | -59.7% | +80.6% | +33.2% |
| All | +20.9% | -59.3% | +80.3% | +33.2% |
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