-1.9%
SGI vs KRMN
+14.6%
-16.5%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -2.4% | -0.8% | -2.8% |
| 7D | -4.9% | -15.1% | +10.2% | -2.7% |
| 30D | +1.6% | -44.5% | +46.1% | +10.6% |
| 3M | -3.2% | -25.0% | +21.9% | +0.2% |
| 6M | -16.0% | -66.5% | +50.5% | -3.8% |
| YTD | -25.4% | -53.0% | +27.6% | -19.3% |
| 1Y | -21.6% | -44.7% | +23.1% | -18.7% |
| All | -1.9% | +14.6% | -16.5% | -19.7% |
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 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