+21.1%
O vs KRMN
+32.3%
-11.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -0.6% | -3.4% | +2.9% | -0.6% |
| 30D | -2.0% | -31.8% | +29.9% | -2.0% |
| 3M | +3.0% | -20.0% | +23.0% | +3.0% |
| 6M | -3.6% | -60.5% | +56.9% | -3.0% |
| YTD | +12.1% | -45.8% | +57.8% | +11.5% |
| 1Y | +8.9% | -36.4% | +45.2% | +7.5% |
| All | +21.1% | +32.3% | -11.2% | +12.4% |
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 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