+64.0%
MS vs KRMN
+32.3%
+31.7%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +2.5% | -3.4% | +5.9% | +3.1% |
| 30D | 0.0% | -31.8% | +31.8% | +6.8% |
| 3M | +2.4% | -20.0% | +22.5% | +5.6% |
| 6M | +36.4% | -60.5% | +96.9% | +57.8% |
| YTD | +23.8% | -45.8% | +69.6% | +31.7% |
| 1Y | +48.6% | -36.4% | +85.0% | +50.2% |
| All | +64.0% | +32.3% | +31.7% | +19.0% |
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