+35.2%
MTZ vs KRMN
+35.0%
+0.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -9.4% | +7.2% | +0.1% |
| 7D | +16.5% | +26.2% | -9.7% | +8.8% |
| 30D | -10.2% | +34.3% | -44.5% | -17.3% |
| 3M | -34.2% | -34.6% | +0.4% | -28.5% |
| 6M | -56.0% | -35.2% | -20.8% | -52.9% |
| YTD | -14.8% | -44.6% | +29.8% | -9.3% |
| 1Y | -7.2% | -40.2% | +33.0% | -4.1% |
| All | +35.2% | +35.0% | +0.2% | -6.0% |
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