-52.1%
SPXU vs KRMN
+14.6%
-66.7%
-75.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -2.4% | +4.2% | +1.1% |
| 7D | +6.4% | -15.1% | +21.5% | +1.5% |
| 30D | +5.9% | -44.5% | +50.4% | -10.9% |
| 3M | -11.7% | -25.0% | +13.4% | -17.1% |
| 6M | -28.7% | -66.5% | +37.9% | -47.0% |
| YTD | -26.4% | -53.0% | +26.6% | -35.6% |
| 1Y | -35.2% | -44.7% | +9.5% | -37.2% |
| All | -52.1% | +14.6% | -66.7% | -14.9% |
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 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