+475.1%
MULL vs KRMN
-59.3%
+534.4%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.8% | -13.5% | -0.2% | -8.8% |
| 7D | -35.9% | -10.0% | -25.9% | -33.3% |
| 30D | -47.3% | +3.5% | -50.8% | -48.1% |
| 3M | -30.6% | -36.7% | +6.1% | -18.0% |
| 6M | +13.7% | -47.7% | +61.4% | +40.1% |
| YTD | +272.1% | -53.3% | +325.4% | +352.2% |
| 1Y | +475.1% | -59.7% | +534.7% | +639.5% |
| All | +475.1% | -59.3% | +534.4% | +639.5% |
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