+35.9%
RF vs KRMN
+33.3%
+2.6%
-24.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | +0.1% |
| 7D | +1.3% | -12.3% | +13.6% | +2.6% |
| 30D | -3.6% | -27.5% | +23.9% | -0.7% |
| 3M | +8.1% | -26.5% | +34.6% | +10.8% |
| 6M | +11.5% | -59.6% | +71.0% | +20.6% |
| YTD | +15.6% | -45.4% | +60.9% | +18.6% |
| 1Y | +15.7% | -25.1% | +40.8% | +11.5% |
| All | +35.9% | +33.3% | +2.6% | +8.4% |
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 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