-58.7%
SMR vs KRMN
+14.6%
-73.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -2.4% | -3.2% | -4.3% |
| 7D | +4.7% | -15.1% | +19.8% | +14.1% |
| 30D | +3.2% | -44.5% | +47.7% | +41.1% |
| 3M | +9.9% | -25.0% | +34.9% | +23.7% |
| 6M | -15.1% | -66.5% | +51.4% | +51.7% |
| YTD | -27.9% | -53.0% | +25.1% | +3.2% |
| 1Y | -70.2% | -44.7% | -25.5% | -61.2% |
| All | -58.7% | +14.6% | -73.3% | -66.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling