+23.9%
RSP vs KRMN
+33.3%
-9.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.9% | -0.4% |
| 7D | -0.8% | -12.3% | +11.5% | +0.2% |
| 30D | -0.3% | -27.5% | +27.1% | +2.1% |
| 3M | +4.3% | -26.5% | +30.8% | +6.4% |
| 6M | +8.8% | -59.6% | +68.4% | +16.5% |
| YTD | +15.3% | -45.4% | +60.6% | +18.1% |
| 1Y | +18.3% | -25.1% | +43.4% | +15.1% |
| All | +23.9% | +33.3% | -9.3% | +4.6% |
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