+39.6%
ON vs KRMN
+32.3%
+7.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.7% | -3.7% | -4.3% |
| 7D | -2.2% | -3.4% | +1.2% | -1.6% |
| 30D | -12.4% | -31.8% | +19.4% | -6.8% |
| 3M | -41.2% | -20.0% | -21.2% | -39.4% |
| 6M | +25.0% | -60.5% | +85.5% | +41.2% |
| YTD | +31.3% | -45.8% | +77.0% | +34.8% |
| 1Y | +45.4% | -36.4% | +81.8% | +42.5% |
| All | +39.6% | +32.3% | +7.3% | +4.5% |
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