+47.3%
P vs KRMN
+33.3%
+14.1%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.3% | +2.7% | +1.6% |
| 7D | +6.5% | -12.3% | +18.8% | +9.2% |
| 30D | +18.8% | -27.5% | +46.3% | +26.4% |
| 3M | +26.7% | -26.5% | +53.2% | +33.5% |
| 6M | +62.2% | -59.6% | +121.7% | +91.9% |
| YTD | +48.5% | -45.4% | +93.9% | +57.6% |
| 1Y | +26.4% | -25.1% | +51.5% | +18.7% |
| All | +47.3% | +33.3% | +14.1% | +5.9% |
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