+32.4%
OXY vs KRMN
+14.6%
+17.7%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.4% | +2.6% | +0.2% |
| 7D | +1.4% | -15.1% | +16.5% | +1.5% |
| 30D | +4.0% | -44.5% | +48.5% | +4.7% |
| 3M | +7.6% | -25.0% | +32.6% | +7.6% |
| 6M | +16.2% | -66.5% | +82.7% | +20.5% |
| YTD | +50.8% | -53.0% | +103.8% | +50.5% |
| 1Y | +34.7% | -44.7% | +79.4% | +31.5% |
| All | +32.4% | +14.6% | +17.7% | +12.4% |
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