+15.6%
SPYG vs KRMN
-67.6%
+83.2%
-9.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.4% | +1.5% | -0.6% |
| 7D | -1.8% | -15.1% | +13.3% | 0.0% |
| 30D | -1.9% | -44.5% | +42.6% | +5.0% |
| 3M | +5.2% | -25.0% | +30.2% | +7.6% |
| 6M | +15.6% | -66.5% | +82.1% | +34.2% |
| All | +15.6% | -67.6% | +83.2% | +34.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling