+33.4%
QLD vs KRMN
+46.4%
-13.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.3% | +3.1% | -0.3% |
| 7D | -3.8% | +11.1% | -14.9% | -7.0% |
| 30D | -20.5% | +34.7% | -55.3% | -26.9% |
| 3M | -14.6% | -29.4% | +14.7% | -8.2% |
| 6M | -14.7% | -27.8% | +13.2% | -10.5% |
| YTD | +11.2% | -40.0% | +51.2% | +16.5% |
| 1Y | +7.1% | -39.3% | +46.4% | +10.7% |
| All | +33.4% | +46.4% | -13.0% | -16.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling