+20.8%
SPG vs KRMN
+33.3%
-12.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -2.4% | -12.3% | +9.9% | -1.9% |
| 30D | -6.8% | -27.5% | +20.6% | -5.7% |
| 3M | +2.7% | -26.5% | +29.2% | +3.8% |
| 6M | +5.5% | -59.6% | +65.0% | +10.1% |
| YTD | +15.7% | -45.4% | +61.1% | +15.5% |
| 1Y | +20.9% | -25.1% | +46.0% | +13.2% |
| All | +20.8% | +33.3% | -12.4% | -6.5% |
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