-30.2%
ROP vs KRMN
+32.3%
-62.5%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.7% | -2.1% | -2.8% |
| 7D | -5.4% | -3.4% | -2.0% | -5.3% |
| 30D | -1.6% | -31.8% | +30.2% | -0.7% |
| 3M | +18.8% | -20.0% | +38.9% | +19.3% |
| 6M | +8.2% | -60.5% | +68.7% | +11.6% |
| YTD | -10.5% | -45.8% | +35.3% | -10.7% |
| 1Y | -23.7% | -36.4% | +12.6% | -25.3% |
| All | -30.2% | +32.3% | -62.5% | -40.3% |
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