+22.1%
MTZ vs KRMN
-45.6%
+67.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.4% | -1.2% | -3.0% |
| 7D | 0.0% | -15.1% | +15.1% | +3.4% |
| 30D | -14.8% | -44.5% | +29.6% | -3.8% |
| 3M | -30.8% | -25.0% | -5.8% | -27.2% |
| 6M | -22.6% | -66.5% | +43.9% | -4.4% |
| YTD | +6.8% | -53.0% | +59.8% | +16.1% |
| 1Y | +22.1% | -44.7% | +66.9% | +27.1% |
| All | +22.1% | -45.6% | +67.7% | +27.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling