+154.4%
SAN vs KRMN
+14.6%
+139.8%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.0% | 0.0% |
| 7D | -2.8% | -15.1% | +12.3% | -0.4% |
| 30D | -0.5% | -44.5% | +43.9% | +8.5% |
| 3M | +22.7% | -25.0% | +47.8% | +27.0% |
| 6M | +28.8% | -66.5% | +95.3% | +49.1% |
| YTD | +26.3% | -53.0% | +79.3% | +35.9% |
| 1Y | +48.8% | -44.7% | +93.6% | +53.0% |
| All | +154.4% | +14.6% | +139.8% | +100.3% |
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