+79.4%
NXT vs KRMN
+17.4%
+62.0%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -11.3% | +7.7% | -1.0% |
| 7D | -0.2% | -12.9% | +12.6% | +2.9% |
| 30D | -20.0% | -43.3% | +23.4% | -8.9% |
| 3M | -30.9% | -27.2% | -3.8% | -25.8% |
| 6M | -23.8% | -66.8% | +43.0% | -7.0% |
| YTD | -5.4% | -51.9% | +46.4% | +7.0% |
| 1Y | +28.0% | -43.7% | +71.7% | +40.5% |
| All | +79.4% | +17.4% | +62.0% | +68.2% |
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