-0.8%
MSCI vs KRMN
+17.4%
-18.2%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -11.3% | +11.8% | +1.6% |
| 7D | -1.1% | -12.9% | +11.8% | +0.1% |
| 30D | -1.2% | -43.3% | +42.2% | +4.0% |
| 3M | -8.4% | -27.2% | +18.8% | -6.5% |
| 6M | -1.0% | -66.8% | +65.8% | +10.6% |
| YTD | -2.3% | -51.9% | +49.6% | +1.8% |
| 1Y | -1.2% | -43.7% | +42.5% | -1.1% |
| All | -0.8% | +17.4% | -18.2% | -19.7% |
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 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