+7.1%
SO vs KRMN
+14.6%
-7.6%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.4% | +1.7% | -0.6% |
| 7D | -1.1% | -15.1% | +14.0% | -1.0% |
| 30D | -3.7% | -44.5% | +40.7% | -3.3% |
| 3M | -5.9% | -25.0% | +19.1% | -5.7% |
| 6M | -7.3% | -66.5% | +59.2% | -6.1% |
| YTD | +3.1% | -53.0% | +56.1% | +3.6% |
| 1Y | -1.0% | -44.7% | +43.7% | -1.0% |
| All | +7.1% | +14.6% | -7.6% | +2.9% |
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