+1.2%
OMC vs KRMN
+17.4%
-16.2%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -11.3% | +7.8% | -2.9% |
| 7D | -4.2% | -12.9% | +8.6% | -3.5% |
| 30D | -7.5% | -43.3% | +35.8% | -4.8% |
| 3M | +4.6% | -27.2% | +31.8% | +6.1% |
| 6M | -4.8% | -66.8% | +62.0% | -0.5% |
| YTD | -1.0% | -51.9% | +50.8% | +1.8% |
| 1Y | +3.8% | -43.7% | +47.5% | +5.8% |
| All | +1.2% | +17.4% | -16.2% | -5.6% |
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