-24.8%
SNPS vs KRMN
+14.6%
-39.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.4% | +1.4% |
| 7D | -4.6% | -15.1% | +10.5% | -2.3% |
| 30D | -3.3% | -44.5% | +41.1% | +5.8% |
| 3M | -13.8% | -25.0% | +11.3% | -10.7% |
| 6M | -8.2% | -66.5% | +58.3% | +8.3% |
| YTD | -15.4% | -53.0% | +37.6% | -9.3% |
| 1Y | +2.4% | -44.7% | +47.1% | +5.2% |
| All | -24.8% | +14.6% | -39.5% | -39.6% |
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