-38.9%
SPXS vs KRMN
-25.5%
-13.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.0% |
| 7D | -0.1% | -12.3% | +12.2% | -2.8% |
| 30D | +0.8% | -27.5% | +28.3% | -5.6% |
| 3M | -4.7% | -26.5% | +21.8% | -9.1% |
| 6M | -29.6% | -59.6% | +29.9% | -39.7% |
| YTD | -29.8% | -45.4% | +15.6% | -34.3% |
| 1Y | -38.9% | -25.1% | -13.8% | -42.9% |
| All | -38.9% | -25.5% | -13.4% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling