+3,585.2%
MULL vs KRMN
+17.4%
+3,567.8%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -11.3% | +16.7% | +11.3% |
| 7D | +14.8% | -12.9% | +27.6% | +22.4% |
| 30D | +36.6% | -43.3% | +79.9% | +83.0% |
| 3M | -8.9% | -27.2% | +18.3% | +4.2% |
| 6M | +311.9% | -66.8% | +378.7% | +638.1% |
| YTD | +579.8% | -51.9% | +631.7% | +781.0% |
| 1Y | +2,421.5% | -43.7% | +2,465.2% | +2,823.8% |
| All | +3,585.2% | +17.4% | +3,567.8% | +1,855.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling