+25.0%
ROK vs KRMN
-59.3%
+84.3%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -13.5% | +13.0% | +0.9% |
| 7D | 0.0% | -10.0% | +10.0% | +1.0% |
| 30D | -2.5% | +3.5% | -6.0% | -3.0% |
| 3M | 0.0% | -36.7% | +36.7% | +4.4% |
| 6M | +11.6% | -47.7% | +59.3% | +17.9% |
| YTD | +15.2% | -53.3% | +68.5% | +19.2% |
| 1Y | +25.0% | -59.7% | +84.7% | +33.4% |
| All | +25.0% | -59.3% | +84.3% | +33.4% |
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 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