+21.7%
SPYG vs KRMN
-25.5%
+47.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | +0.4% | -12.3% | +12.6% | +1.6% |
| 30D | -0.4% | -27.5% | +27.0% | +2.7% |
| 3M | +0.5% | -26.5% | +27.0% | +3.0% |
| 6M | +17.5% | -59.6% | +77.0% | +26.9% |
| YTD | +14.3% | -45.4% | +59.7% | +18.8% |
| 1Y | +21.7% | -25.1% | +46.8% | +26.3% |
| All | +21.7% | -25.5% | +47.2% | +26.3% |
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