-31.5%
ROP vs KRMN
+17.6%
-49.1%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -4.6% | -11.8% | +7.1% | -4.3% |
| 30D | -1.7% | -43.0% | +41.3% | -0.3% |
| 3M | +17.1% | -28.8% | +45.9% | +17.8% |
| 6M | +10.9% | -66.3% | +77.2% | +15.0% |
| YTD | -12.1% | -51.8% | +39.7% | -12.0% |
| 1Y | -24.2% | -44.7% | +20.5% | -25.4% |
| All | -31.5% | +17.6% | -49.1% | -41.2% |
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 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