-6.8%
RMD vs KRMN
+17.4%
-24.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.8% | +0.4% |
| 7D | -4.7% | -12.9% | +8.1% | -3.8% |
| 30D | +0.2% | -43.3% | +43.6% | +4.6% |
| 3M | +12.0% | -27.2% | +39.2% | +14.1% |
| 6M | -12.5% | -66.8% | +54.3% | -6.0% |
| YTD | -7.9% | -51.9% | +43.9% | -4.5% |
| 1Y | -20.4% | -43.7% | +23.3% | -18.9% |
| All | -6.8% | +17.4% | -24.2% | -13.4% |
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