+16.2%
MS vs KRMN
-38.9%
+55.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | +0.7% |
| 7D | +0.8% | +11.1% | -10.3% | -0.6% |
| 30D | -0.7% | +34.7% | -35.4% | -4.8% |
| 3M | -12.4% | -29.4% | +17.0% | -8.0% |
| 6M | -1.7% | -27.8% | +26.1% | +1.4% |
| YTD | +8.0% | -40.0% | +48.0% | +10.7% |
| 1Y | +16.2% | -39.3% | +55.5% | +18.8% |
| All | +16.2% | -38.9% | +55.1% | +18.8% |
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 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