-53.9%
RUN vs KRMN
-59.3%
+5.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -13.5% | +14.8% | +4.5% |
| 7D | +18.5% | -10.0% | +28.5% | +20.8% |
| 30D | +15.5% | +3.5% | +12.0% | +13.5% |
| 3M | -20.3% | -36.7% | +16.4% | -11.6% |
| 6M | -30.8% | -47.7% | +16.9% | -20.6% |
| YTD | -52.2% | -53.3% | +1.1% | -47.8% |
| 1Y | -53.9% | -59.7% | +5.8% | -47.5% |
| All | -53.9% | -59.3% | +5.4% | -47.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling