+21.4%
MSFT vs KRMN
+17.4%
+4.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.8% | +0.6% |
| 7D | -1.0% | -12.9% | +11.8% | +0.2% |
| 30D | -2.7% | -43.3% | +40.7% | +2.4% |
| 3M | +22.1% | -27.2% | +49.3% | +25.0% |
| 6M | +20.6% | -66.8% | +87.4% | +32.7% |
| YTD | +2.3% | -51.9% | +54.2% | +7.4% |
| 1Y | -0.5% | -43.7% | +43.1% | +1.9% |
| All | +21.4% | +17.4% | +4.0% | +7.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling