+16.7%
NOC vs KRMN
+17.4%
-0.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.7% | +0.6% |
| 7D | -1.6% | -12.9% | +11.3% | -0.2% |
| 30D | -10.4% | -43.3% | +33.0% | -5.1% |
| 3M | -5.6% | -27.2% | +21.6% | -2.9% |
| 6M | -30.4% | -66.8% | +36.4% | -23.8% |
| YTD | -8.5% | -51.9% | +43.4% | -2.5% |
| 1Y | -8.3% | -43.7% | +35.3% | -2.6% |
| All | +16.7% | +17.4% | -0.7% | +18.7% |
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