-56.3%
SMR vs KRMN
+17.4%
-73.7%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.3% | +8.0% | +2.8% |
| 7D | +13.1% | -12.9% | +25.9% | +21.4% |
| 30D | +17.8% | -43.3% | +61.1% | +59.1% |
| 3M | +8.1% | -27.2% | +35.3% | +24.0% |
| 6M | -11.1% | -66.8% | +55.7% | +60.0% |
| YTD | -23.7% | -51.9% | +28.2% | +7.8% |
| 1Y | -69.4% | -43.7% | -25.8% | -60.5% |
| All | -56.3% | +17.4% | -73.7% | -65.1% |
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