+14.8%
NDAQ vs KRMN
+14.6%
+0.2%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.4% | 0.0% | -2.1% |
| 7D | -6.8% | -15.1% | +8.3% | -5.3% |
| 30D | -3.2% | -44.5% | +41.3% | +2.6% |
| 3M | +6.5% | -25.0% | +31.5% | +8.7% |
| 6M | +5.7% | -66.5% | +72.3% | +17.9% |
| YTD | -4.6% | -53.0% | +48.4% | -0.5% |
| 1Y | -1.6% | -44.7% | +43.2% | -1.1% |
| All | +14.8% | +14.6% | +0.2% | -7.9% |
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