+57.3%
RIG vs KRMN
+17.4%
+39.9%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.3% | +10.4% | +0.3% |
| 7D | -8.2% | -12.9% | +4.7% | -7.0% |
| 30D | -0.2% | -43.3% | +43.2% | +5.6% |
| 3M | -2.7% | -27.2% | +24.5% | -0.1% |
| 6M | -7.5% | -66.8% | +59.3% | +2.5% |
| YTD | +38.3% | -51.9% | +90.1% | +43.8% |
| 1Y | +81.8% | -43.7% | +125.5% | +84.7% |
| All | +57.3% | +17.4% | +39.9% | +34.3% |
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