+19.0%
MSCI vs KRMN
-59.3%
+78.3%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -13.5% | +18.9% | +5.7% |
| 7D | +11.5% | -10.0% | +21.5% | +11.6% |
| 30D | +22.1% | +3.5% | +18.6% | +21.5% |
| 3M | +18.4% | -36.7% | +55.1% | +19.8% |
| 6M | +16.6% | -47.7% | +64.3% | +19.5% |
| YTD | +18.8% | -53.3% | +72.1% | +22.1% |
| 1Y | +19.0% | -59.7% | +78.6% | +21.7% |
| All | +19.0% | -59.3% | +78.3% | +21.7% |
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