-19.6%
SAP vs KRMN
-45.6%
+26.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -1.5% |
| 7D | -5.1% | -15.1% | +10.0% | -4.6% |
| 30D | -1.8% | -44.5% | +42.7% | -0.2% |
| 3M | +20.9% | -25.0% | +46.0% | +21.7% |
| 6M | +7.0% | -66.5% | +73.5% | +12.5% |
| YTD | -13.7% | -53.0% | +39.3% | -12.1% |
| 1Y | -19.6% | -44.7% | +25.2% | -17.7% |
| All | -19.6% | -45.6% | +26.0% | -17.7% |
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