-71.3%
QS vs KRMN
-59.3%
-12.0%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.5% | -13.5% | +21.0% | +11.8% |
| 7D | +4.5% | -10.0% | +14.5% | +6.9% |
| 30D | -4.1% | +3.5% | -7.6% | -6.8% |
| 3M | -22.1% | -36.7% | +14.6% | -10.6% |
| 6M | -38.4% | -47.7% | +9.3% | -25.8% |
| YTD | -57.5% | -53.3% | -4.2% | -47.2% |
| 1Y | -71.3% | -59.7% | -11.7% | -63.1% |
| All | -71.3% | -59.3% | -12.0% | -63.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling