-18.9%
SPGI vs KRMN
+14.6%
-33.5%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.4% | +0.5% | -1.7% |
| 7D | -8.9% | -15.1% | +6.2% | -7.7% |
| 30D | +0.6% | -44.5% | +45.1% | +5.5% |
| 3M | +2.0% | -25.0% | +27.0% | +3.8% |
| 6M | +0.1% | -66.5% | +66.6% | +9.3% |
| YTD | -16.4% | -53.0% | +36.6% | -13.2% |
| 1Y | -18.9% | -44.7% | +25.8% | -18.5% |
| All | -18.9% | +14.6% | -33.5% | -33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling