-19.3%
SPOT vs KRMN
+17.4%
-36.7%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.3% | +10.2% | +0.1% |
| 7D | -6.5% | -12.9% | +6.4% | -5.2% |
| 30D | +2.2% | -43.3% | +45.5% | +8.2% |
| 3M | +5.4% | -27.2% | +32.6% | +8.0% |
| 6M | -4.0% | -66.8% | +62.8% | +8.7% |
| YTD | -9.9% | -51.9% | +41.9% | -7.0% |
| 1Y | -27.3% | -43.7% | +16.4% | -29.1% |
| All | -19.3% | +17.4% | -36.7% | -45.1% |
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