-41.5%
MSTU vs KRMN
-65.5%
+24.0%
-84.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -11.3% | +5.8% | -2.2% |
| 7D | +12.9% | -12.9% | +25.8% | +17.5% |
| 30D | +68.3% | -43.3% | +111.7% | +97.7% |
| 3M | +0.4% | -27.2% | +27.6% | +7.0% |
| 6M | -41.5% | -66.8% | +25.3% | -12.2% |
| All | -41.5% | -65.5% | +24.0% | -12.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling