+17.4%
NOC vs KRMN
+17.6%
-0.2%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.3% |
| 7D | +0.8% | -11.8% | +12.5% | +2.0% |
| 30D | -9.7% | -43.0% | +33.3% | -4.5% |
| 3M | -5.6% | -28.8% | +23.2% | -2.7% |
| 6M | -28.6% | -66.3% | +37.8% | -22.0% |
| YTD | -7.9% | -51.8% | +43.9% | -1.8% |
| 1Y | -9.5% | -44.7% | +35.2% | -3.8% |
| All | +17.4% | +17.6% | -0.2% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling