+9.0%
MSFT vs KRMN
-59.3%
+68.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -13.5% | +20.2% | +7.3% |
| 7D | +4.7% | -10.0% | +14.7% | +5.0% |
| 30D | +5.8% | +3.5% | +2.3% | +5.1% |
| 3M | +13.0% | -36.7% | +49.7% | +15.9% |
| 6M | +34.9% | -47.7% | +82.6% | +38.8% |
| YTD | +15.7% | -53.3% | +69.0% | +21.2% |
| 1Y | +9.0% | -59.7% | +68.6% | +15.8% |
| All | +9.0% | -59.3% | +68.3% | +15.8% |
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