-26.4%
ORCL vs KRMN
+35.5%
-61.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | +8.0% | -10.9% | +18.8% | +10.2% |
| 30D | -4.0% | +34.9% | -38.9% | -11.1% |
| 3M | -19.5% | -32.8% | +13.3% | -13.2% |
| 6M | -33.5% | -39.6% | +6.1% | -27.7% |
| YTD | -34.8% | -44.4% | +9.6% | -29.3% |
| 1Y | -41.6% | -32.2% | -9.4% | -40.6% |
| All | -26.4% | +35.5% | -61.9% | -44.2% |
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