+26.4%
QLD vs KRMN
+52.0%
-25.6%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +42.1% | -39.6% | -6.0% |
| 7D | -10.3% | +14.2% | -24.4% | -13.7% |
| 30D | -26.1% | +45.3% | -71.4% | -33.1% |
| 3M | -17.8% | -17.3% | -0.5% | -15.0% |
| 6M | -15.6% | -27.8% | +12.3% | -11.3% |
| YTD | +5.4% | -37.7% | +43.0% | +9.5% |
| 1Y | +5.2% | -39.2% | +44.4% | +9.4% |
| All | +26.4% | +52.0% | -25.6% | -21.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling