+22.4%
MSFT vs KRMN
+17.6%
+4.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -1.9% | +0.4% |
| 7D | -0.8% | -11.8% | +10.9% | +0.3% |
| 30D | +0.8% | -43.0% | +43.9% | +6.0% |
| 3M | +27.2% | -28.8% | +56.1% | +30.5% |
| 6M | +22.9% | -66.3% | +89.3% | +35.1% |
| YTD | +3.1% | -51.8% | +54.9% | +8.2% |
| 1Y | -0.3% | -44.7% | +44.4% | +2.4% |
| All | +22.4% | +17.6% | +4.8% | +7.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling