+5.3%
SRE vs KRMN
-25.5%
+30.8%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.6% |
| 7D | -0.3% | -12.3% | +11.9% | -0.1% |
| 30D | -0.7% | -27.5% | +26.7% | -0.4% |
| 3M | -6.3% | -26.5% | +20.2% | -6.0% |
| 6M | -10.7% | -59.6% | +48.9% | -9.0% |
| YTD | -3.5% | -45.4% | +41.9% | -2.8% |
| 1Y | +5.3% | -25.1% | +30.4% | +8.3% |
| All | +5.3% | -25.5% | +30.8% | +8.3% |
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