+274.8%
SITM vs KRMN
+17.6%
+257.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.6% | +3.0% | +5.0% |
| 7D | +3.9% | -11.8% | +15.6% | +6.5% |
| 30D | -6.6% | -43.0% | +36.4% | +4.9% |
| 3M | -11.9% | -28.8% | +17.0% | -6.3% |
| 6M | +81.1% | -66.3% | +147.5% | +125.7% |
| YTD | +80.0% | -51.8% | +131.8% | +90.8% |
| 1Y | +145.8% | -44.7% | +190.5% | +141.0% |
| All | +274.8% | +17.6% | +257.2% | +144.3% |
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