-31.9%
ROL vs KRMN
+14.6%
-46.5%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.4% | +0.1% |
| 7D | -3.2% | -15.1% | +11.9% | -2.7% |
| 30D | -6.6% | -44.5% | +37.9% | -4.7% |
| 3M | -27.3% | -25.0% | -2.3% | -26.8% |
| 6M | -38.1% | -66.5% | +28.5% | -35.1% |
| YTD | -41.8% | -53.0% | +11.2% | -41.0% |
| 1Y | -37.8% | -44.7% | +6.9% | -38.3% |
| All | -31.9% | +14.6% | -46.5% | -40.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling