+108.2%
TD vs KRMN
+14.6%
+93.6%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.4% | +3.2% | +1.0% |
| 7D | -2.6% | -15.1% | +12.6% | -1.5% |
| 30D | -1.0% | -44.5% | +43.5% | +3.1% |
| 3M | +5.6% | -25.0% | +30.7% | +7.3% |
| 6M | +27.1% | -66.5% | +93.6% | +35.8% |
| YTD | +29.4% | -53.0% | +82.4% | +34.7% |
| 1Y | +60.7% | -44.7% | +105.4% | +65.0% |
| All | +108.2% | +14.6% | +93.6% | +95.2% |
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 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