+26.4%
SPY vs KRMN
+14.6%
+11.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | -0.4% |
| 7D | -2.0% | -15.1% | +13.1% | -0.4% |
| 30D | -1.7% | -44.5% | +42.8% | +4.3% |
| 3M | +4.7% | -25.0% | +29.8% | +7.1% |
| 6M | +12.5% | -66.5% | +79.0% | +24.9% |
| YTD | +11.7% | -53.0% | +64.7% | +17.1% |
| 1Y | +17.5% | -44.7% | +62.2% | +19.2% |
| All | +26.4% | +14.6% | +11.8% | +5.5% |
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