-53.0%
SPXS vs KRMN
+17.6%
-70.6%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.6% | -5.0% | -1.6% |
| 7D | +2.5% | -11.8% | +14.3% | -1.0% |
| 30D | +4.2% | -43.0% | +47.2% | -11.7% |
| 3M | -9.3% | -28.8% | +19.5% | -16.5% |
| 6M | -30.7% | -66.3% | +35.7% | -48.4% |
| YTD | -28.1% | -51.8% | +23.7% | -36.6% |
| 1Y | -35.1% | -44.7% | +9.6% | -37.3% |
| All | -53.0% | +17.6% | -70.6% | -16.2% |
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