-31.1%
ROL vs KRMN
+32.3%
-63.4%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.7% | -1.8% | -2.5% |
| 7D | -3.4% | -3.4% | 0.0% | -3.3% |
| 30D | -6.9% | -31.8% | +24.9% | -5.7% |
| 3M | -24.6% | -20.0% | -4.6% | -24.2% |
| 6M | -39.5% | -60.5% | +21.0% | -37.0% |
| YTD | -41.1% | -45.8% | +4.6% | -40.6% |
| 1Y | -37.9% | -36.4% | -1.6% | -38.7% |
| All | -31.1% | +32.3% | -63.4% | -39.8% |
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