+75.5%
MTZ vs KRMN
+17.6%
+57.9%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.6% | +0.9% | +2.9% |
| 7D | +1.4% | -11.8% | +13.1% | +4.3% |
| 30D | -14.5% | -43.0% | +28.5% | -2.5% |
| 3M | -32.9% | -28.8% | -4.1% | -28.1% |
| 6M | -20.8% | -66.3% | +45.5% | +0.6% |
| YTD | +10.6% | -51.8% | +62.4% | +23.7% |
| 1Y | +27.1% | -44.7% | +71.8% | +35.1% |
| All | +75.5% | +17.6% | +57.9% | +28.2% |
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 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