-14.9%
SE vs KRMN
+32.3%
-47.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.7% | +1.8% | +1.3% |
| 7D | +0.6% | -3.4% | +4.0% | +1.4% |
| 30D | -0.1% | -31.8% | +31.8% | +8.9% |
| 3M | +34.1% | -20.0% | +54.2% | +39.7% |
| 6M | +23.2% | -60.5% | +83.7% | +49.2% |
| YTD | -11.2% | -45.8% | +34.6% | -5.0% |
| 1Y | -40.5% | -36.4% | -4.2% | -40.4% |
| All | -14.9% | +32.3% | -47.2% | -35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling