+36.1%
NVS vs KRMN
+17.6%
+18.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.6% | -2.8% | -0.3% |
| 7D | -14.3% | -11.8% | -2.5% | -13.8% |
| 30D | -10.0% | -43.0% | +33.1% | -7.9% |
| 3M | -10.9% | -28.8% | +18.0% | -9.8% |
| 6M | -12.0% | -66.3% | +54.4% | -9.5% |
| YTD | +2.5% | -51.8% | +54.3% | +4.3% |
| 1Y | +10.7% | -44.7% | +55.4% | +11.8% |
| All | +36.1% | +17.6% | +18.5% | +31.3% |
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 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