-25.8%
SNPS vs KRMN
+32.3%
-58.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.3% | -0.3% |
| 7D | -5.5% | -3.4% | -2.1% | -5.0% |
| 30D | -5.8% | -31.8% | +26.1% | -0.1% |
| 3M | -17.2% | -20.0% | +2.8% | -14.9% |
| 6M | -10.4% | -60.5% | +50.1% | +3.0% |
| YTD | -16.5% | -45.8% | +29.2% | -12.4% |
| 1Y | -35.6% | -36.4% | +0.7% | -35.2% |
| All | -25.8% | +32.3% | -58.1% | -41.6% |
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 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