+9.5%
NI vs KRMN
+17.4%
-7.9%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.7% | 0.0% |
| 7D | +1.3% | -12.9% | +14.1% | +1.9% |
| 30D | -0.3% | -43.3% | +43.1% | +2.6% |
| 3M | -9.5% | -27.2% | +17.7% | -8.4% |
| 6M | -10.2% | -66.8% | +56.6% | -4.3% |
| YTD | +1.8% | -51.9% | +53.6% | +3.6% |
| 1Y | +5.7% | -43.7% | +49.3% | +4.3% |
| All | +9.5% | +17.4% | -7.9% | -9.3% |
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