+44.4%
SITM vs KRMN
-59.3%
+103.7%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.5% | +4.2% | -7.9% |
| 7D | -19.5% | -10.0% | -9.5% | -18.5% |
| 30D | -43.2% | +3.5% | -46.7% | -43.1% |
| 3M | -30.8% | -36.7% | +5.9% | -27.6% |
| 6M | -28.6% | -47.7% | +19.1% | -25.1% |
| YTD | +14.2% | -53.3% | +67.5% | +15.4% |
| 1Y | +44.4% | -59.7% | +104.0% | +55.4% |
| All | +44.4% | -59.3% | +103.7% | +55.4% |
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 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