-52.7%
SPXS vs KRMN
+17.4%
-70.1%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -11.3% | +12.7% | -1.9% |
| 7D | +1.2% | -12.9% | +14.1% | -2.7% |
| 30D | +5.2% | -43.3% | +48.5% | -11.0% |
| 3M | -9.2% | -27.2% | +18.0% | -15.5% |
| 6M | -29.6% | -66.8% | +37.2% | -47.8% |
| YTD | -27.6% | -51.9% | +24.2% | -36.3% |
| 1Y | -36.7% | -43.7% | +6.9% | -38.4% |
| All | -52.7% | +17.4% | -70.1% | -15.7% |
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