-31.5%
ROL vs KRMN
+17.6%
-49.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.6% | -2.1% | +0.4% |
| 7D | -3.2% | -11.8% | +8.6% | -2.7% |
| 30D | -4.9% | -43.0% | +38.1% | -3.0% |
| 3M | -25.8% | -28.8% | +3.0% | -25.1% |
| 6M | -37.6% | -66.3% | +28.8% | -34.5% |
| YTD | -41.5% | -51.8% | +10.3% | -40.8% |
| 1Y | -39.5% | -44.7% | +5.2% | -39.8% |
| All | -31.5% | +17.6% | -49.1% | -40.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling