+42.8%
MS vs KRMN
+53.0%
-10.2%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.6% | +2.5% | +3.0% |
| 7D | +0.7% | +17.3% | -16.6% | -2.1% |
| 30D | -0.9% | +40.8% | -41.8% | -7.0% |
| 3M | -13.0% | -21.2% | +8.2% | -10.0% |
| 6M | -2.0% | -24.6% | +22.6% | +0.8% |
| YTD | +7.8% | -37.3% | +45.0% | +11.0% |
| 1Y | +17.9% | -35.1% | +52.9% | +19.7% |
| All | +42.8% | +53.0% | -10.2% | +0.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling