-18.8%
SPGI vs KRMN
+17.6%
-36.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -0.1% |
| 7D | -7.4% | -11.8% | +4.4% | -6.4% |
| 30D | +0.4% | -43.0% | +43.4% | +5.0% |
| 3M | +5.3% | -28.8% | +34.1% | +7.7% |
| 6M | +1.7% | -66.3% | +68.0% | +11.1% |
| YTD | -16.4% | -51.8% | +35.4% | -13.3% |
| 1Y | -20.5% | -44.7% | +24.2% | -19.9% |
| All | -18.8% | +17.6% | -36.4% | -33.5% |
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 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