-17.5%
PAYX vs KRMN
+17.6%
-35.1%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.0% | +0.5% |
| 7D | -4.9% | -11.8% | +6.9% | -4.6% |
| 30D | -3.8% | -43.0% | +39.2% | -2.7% |
| 3M | +17.9% | -28.8% | +46.7% | +18.4% |
| 6M | +26.1% | -66.3% | +92.4% | +31.5% |
| YTD | +6.7% | -51.8% | +58.5% | +7.3% |
| 1Y | -10.7% | -44.7% | +34.0% | -11.9% |
| All | -17.5% | +17.6% | -35.1% | -29.1% |
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