+53.4%
QLD vs KRMN
+17.4%
+36.0%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.7% | +2.3% |
| 7D | +1.9% | -12.9% | +14.8% | +5.3% |
| 30D | -1.8% | -43.3% | +41.5% | +13.2% |
| 3M | -0.1% | -27.2% | +27.1% | +6.7% |
| 6M | +32.6% | -66.8% | +99.4% | +72.7% |
| YTD | +27.9% | -51.9% | +79.8% | +43.6% |
| 1Y | +40.3% | -43.7% | +83.9% | +46.5% |
| All | +53.4% | +17.4% | +36.0% | +3.4% |
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 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