+165.5%
SITM vs KRMN
-25.5%
+191.1%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.3% | +7.9% | +6.7% |
| 7D | +9.7% | -12.3% | +22.0% | +11.3% |
| 30D | +12.7% | -27.5% | +40.2% | +17.1% |
| 3M | -13.4% | -26.5% | +13.1% | -10.7% |
| 6M | +59.6% | -59.6% | +119.2% | +74.5% |
| YTD | +73.3% | -45.4% | +118.7% | +72.8% |
| 1Y | +165.5% | -25.1% | +190.7% | +137.7% |
| All | +165.5% | -25.5% | +191.1% | +137.7% |
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