+8.7%
T vs KRMN
+17.6%
-8.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +2.1% |
| 7D | +1.5% | -11.8% | +13.2% | +1.1% |
| 30D | +7.5% | -43.0% | +50.5% | +5.6% |
| 3M | +14.8% | -28.8% | +43.7% | +13.8% |
| 6M | -1.7% | -66.3% | +64.6% | -4.3% |
| YTD | +8.7% | -51.8% | +60.5% | +5.5% |
| 1Y | -7.5% | -44.7% | +37.2% | -10.9% |
| All | +8.7% | +17.6% | -8.9% | -3.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling