+51.0%
NET vs KRMN
+13.9%
+37.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.5% | +10.9% | -0.3% |
| 7D | -16.4% | -10.0% | -6.3% | -15.0% |
| 30D | -25.8% | +3.5% | -29.3% | -26.4% |
| 3M | -11.5% | -36.7% | +25.2% | -4.5% |
| 6M | +18.9% | -47.7% | +66.6% | +31.2% |
| YTD | +35.2% | -53.3% | +88.5% | +44.4% |
| 1Y | +14.5% | -59.7% | +74.1% | +27.9% |
| All | +51.0% | +13.9% | +37.1% | -1.5% |
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 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