+40.0%
RMBS vs KRMN
+17.4%
+22.6%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.3% | +12.1% | +4.2% |
| 7D | +3.5% | -12.9% | +16.3% | +7.4% |
| 30D | -8.6% | -43.3% | +34.7% | +7.8% |
| 3M | -40.3% | -27.2% | -13.1% | -35.5% |
| 6M | -1.0% | -66.8% | +65.8% | +34.4% |
| YTD | -4.6% | -51.9% | +47.3% | +8.8% |
| 1Y | +17.6% | -43.7% | +61.2% | +24.5% |
| All | +40.0% | +17.4% | +22.6% | +3.7% |
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