+14.2%
SO vs KRMN
+35.5%
-21.3%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +1.4% | -10.9% | +12.2% | +1.4% |
| 30D | +4.7% | +34.9% | -30.2% | +4.6% |
| 3M | +1.7% | -32.8% | +34.5% | +2.2% |
| 6M | +2.2% | -39.6% | +41.7% | +3.0% |
| YTD | +10.0% | -44.4% | +54.4% | +10.5% |
| 1Y | +6.0% | -32.2% | +38.3% | +6.1% |
| All | +14.2% | +35.5% | -21.3% | +9.7% |
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