-6.4%
SPGI vs KRMN
+35.5%
-41.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.4% | +0.7% | +1.1% |
| 7D | +1.2% | -10.9% | +12.1% | +1.9% |
| 30D | +15.9% | +34.9% | -19.0% | +12.6% |
| 3M | +12.3% | -32.8% | +45.1% | +15.2% |
| 6M | +23.7% | -39.6% | +63.3% | +27.5% |
| YTD | -3.5% | -44.4% | +40.9% | -1.8% |
| 1Y | +0.4% | -32.2% | +32.6% | -0.5% |
| All | -6.4% | +35.5% | -41.9% | -24.6% |
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