+255.1%
SITM vs KRMN
+14.6%
+240.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.6% |
| 7D | +4.8% | -15.1% | +20.0% | +8.3% |
| 30D | -9.7% | -44.5% | +34.8% | +2.0% |
| 3M | -9.3% | -25.0% | +15.7% | -4.7% |
| 6M | +69.5% | -66.5% | +136.1% | +111.3% |
| YTD | +70.5% | -53.0% | +123.5% | +81.7% |
| 1Y | +145.3% | -44.7% | +190.0% | +139.2% |
| All | +255.1% | +14.6% | +240.5% | +132.7% |
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 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