+2.1%
QS vs KRMN
+17.6%
-15.5%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.0% |
| 7D | -3.6% | -11.8% | +8.1% | +0.6% |
| 30D | -17.2% | -43.0% | +25.8% | +0.1% |
| 3M | -27.0% | -28.8% | +1.9% | -19.0% |
| 6M | -24.6% | -66.3% | +41.8% | +5.9% |
| YTD | -49.3% | -51.8% | +2.5% | -37.0% |
| 1Y | -40.3% | -44.7% | +4.4% | -28.9% |
| All | +2.1% | +17.6% | -15.5% | +1.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling