+32.0%
SPYG vs KRMN
+17.6%
+14.4%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | -0.9% | -11.8% | +10.9% | +0.7% |
| 30D | -1.5% | -43.0% | +41.5% | +5.9% |
| 3M | +3.7% | -28.8% | +32.6% | +7.6% |
| 6M | +16.4% | -66.3% | +82.8% | +33.1% |
| YTD | +13.3% | -51.8% | +65.1% | +20.4% |
| 1Y | +17.9% | -44.7% | +62.6% | +21.0% |
| All | +32.0% | +17.6% | +14.4% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling