-20.9%
S vs KRMN
+17.6%
-38.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.7% |
| 7D | -0.7% | -11.8% | +11.1% | +1.0% |
| 30D | -11.4% | -43.0% | +31.6% | -4.3% |
| 3M | +33.8% | -28.8% | +62.6% | +39.0% |
| 6M | +39.5% | -66.3% | +105.8% | +62.7% |
| YTD | +31.7% | -51.8% | +83.5% | +39.6% |
| 1Y | +7.0% | -44.7% | +51.7% | +8.4% |
| All | -20.9% | +17.6% | -38.5% | -38.6% |
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 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