+3,201.4%
MULL vs KRMN
+17.6%
+3,183.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.6% | -3.8% | -2.5% |
| 7D | -8.4% | -11.8% | +3.3% | -2.9% |
| 30D | +9.7% | -43.0% | +52.7% | +46.6% |
| 3M | -26.8% | -28.8% | +2.1% | -15.7% |
| 6M | +220.7% | -66.3% | +287.0% | +470.8% |
| YTD | +509.0% | -51.8% | +560.8% | +689.1% |
| 1Y | +1,739.5% | -44.7% | +1,784.2% | +2,060.0% |
| All | +3,201.4% | +17.6% | +3,183.8% | +1,651.4% |
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