+75.7%
MTZ vs KRMN
+17.4%
+58.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -11.3% | +9.0% | +0.4% |
| 7D | +2.3% | -12.9% | +15.1% | +5.5% |
| 30D | -10.3% | -43.3% | +33.1% | +2.4% |
| 3M | -31.8% | -27.2% | -4.6% | -27.3% |
| 6M | -19.2% | -66.8% | +47.6% | +3.0% |
| YTD | +10.7% | -51.9% | +62.6% | +23.8% |
| 1Y | +37.5% | -43.7% | +81.2% | +45.3% |
| All | +75.7% | +17.4% | +58.3% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling