+13.3%
RMBS vs KRMN
-25.5%
+38.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.7% | +1.7% |
| 7D | -0.3% | -12.3% | +11.9% | +2.7% |
| 30D | -12.2% | -27.5% | +15.3% | -5.2% |
| 3M | -49.5% | -26.5% | -23.0% | -46.1% |
| 6M | -7.1% | -59.6% | +52.4% | +13.0% |
| YTD | -7.0% | -45.4% | +38.4% | -0.3% |
| 1Y | +13.3% | -25.1% | +38.4% | +21.1% |
| All | +13.3% | -25.5% | +38.8% | +21.1% |
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