+67.1%
ROST vs KRMN
+17.6%
+49.5%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +2.6% | -0.3% | +2.2% |
| 7D | +0.2% | -11.8% | +12.0% | +1.0% |
| 30D | -6.9% | -43.0% | +36.1% | -3.3% |
| 3M | -3.3% | -28.8% | +25.5% | -1.4% |
| 6M | +9.0% | -66.3% | +75.4% | +17.5% |
| YTD | +28.9% | -51.8% | +80.6% | +33.7% |
| 1Y | +54.0% | -44.7% | +98.7% | +57.0% |
| All | +67.1% | +17.6% | +49.5% | +53.5% |
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