+27.3%
SPYM vs KRMN
+17.4%
+9.9%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.8% | +0.7% |
| 7D | -0.4% | -12.9% | +12.5% | +1.0% |
| 30D | -1.4% | -43.3% | +42.0% | +4.3% |
| 3M | +3.7% | -27.2% | +30.9% | +6.4% |
| 6M | +13.0% | -66.8% | +79.8% | +25.4% |
| YTD | +12.5% | -51.9% | +64.3% | +17.6% |
| 1Y | +18.6% | -43.7% | +62.3% | +20.2% |
| All | +27.3% | +17.4% | +9.9% | +6.8% |
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