+38.9%
RMBS vs KRMN
+17.6%
+21.3%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.6% | -0.7% | +1.1% |
| 7D | +1.8% | -11.8% | +13.5% | +5.3% |
| 30D | -13.9% | -43.0% | +29.1% | +1.3% |
| 3M | -39.8% | -28.8% | -11.0% | -34.5% |
| 6M | -6.0% | -66.3% | +60.3% | +27.0% |
| YTD | -5.4% | -51.8% | +46.4% | +7.9% |
| 1Y | -1.8% | -44.7% | +42.9% | +4.6% |
| All | +38.9% | +17.6% | +21.3% | +2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling