+716.9%
MU vs KRMN
+35.5%
+681.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.4% | -2.9% | -2.6% |
| 7D | +12.8% | -10.9% | +23.7% | +15.8% |
| 30D | -14.9% | +34.9% | -49.8% | -22.1% |
| 3M | -18.0% | -32.8% | +14.7% | -10.6% |
| 6M | -3.1% | -39.6% | +36.4% | +6.4% |
| YTD | +172.9% | -44.4% | +217.3% | +192.9% |
| 1Y | +228.8% | -32.2% | +261.1% | +225.7% |
| All | +716.9% | +35.5% | +681.4% | +441.2% |
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