-7.1%
ORCL vs KRMN
+33.3%
-40.4%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.3% | +4.4% | +3.4% |
| 7D | +5.3% | -12.3% | +17.5% | +8.4% |
| 30D | +10.0% | -27.5% | +37.4% | +18.2% |
| 3M | -32.6% | -26.5% | -6.1% | -28.2% |
| 6M | +4.9% | -59.6% | +64.5% | +28.3% |
| YTD | -17.8% | -45.4% | +27.6% | -8.9% |
| 1Y | -28.0% | -25.1% | -2.9% | -28.4% |
| All | -7.1% | +33.3% | -40.4% | -28.1% |
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