-5.4%
ORCL vs KRMN
+17.4%
-22.8%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.7% | +2.1% |
| 7D | +10.9% | -12.9% | +23.8% | +14.3% |
| 30D | +7.0% | -43.3% | +50.3% | +21.8% |
| 3M | -21.2% | -27.2% | +6.0% | -16.2% |
| 6M | +7.4% | -66.8% | +74.2% | +37.8% |
| YTD | -16.3% | -51.9% | +35.6% | -4.7% |
| 1Y | -32.3% | -43.7% | +11.3% | -27.2% |
| All | -5.4% | +17.4% | -22.8% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling