-22.1%
S vs KRMN
+17.4%
-39.5%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -11.3% | +11.3% | +1.6% |
| 7D | -1.2% | -12.9% | +11.6% | +0.6% |
| 30D | -12.6% | -43.3% | +30.8% | -5.4% |
| 3M | +27.6% | -27.2% | +54.7% | +32.0% |
| 6M | +35.5% | -66.8% | +102.3% | +58.4% |
| YTD | +29.6% | -51.9% | +81.5% | +37.5% |
| 1Y | +8.1% | -43.7% | +51.8% | +9.1% |
| All | -22.1% | +17.4% | -39.5% | -39.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling