+10.1%
RBRK vs KRMN
+17.6%
-7.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +2.6% | -5.1% | -3.2% |
| 7D | -7.5% | -11.8% | +4.3% | -4.7% |
| 30D | -10.4% | -43.0% | +32.6% | +2.9% |
| 3M | +21.3% | -28.8% | +50.1% | +30.7% |
| 6M | +50.6% | -66.3% | +117.0% | +99.8% |
| YTD | +13.3% | -51.8% | +65.1% | +25.3% |
| 1Y | +11.2% | -44.7% | +55.9% | +12.0% |
| All | +10.1% | +17.6% | -7.5% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling