-8.8%
TDG vs KRMN
+17.6%
-26.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.9% |
| 7D | -1.9% | -11.8% | +9.9% | -0.4% |
| 30D | -7.7% | -43.0% | +35.3% | -1.3% |
| 3M | -9.3% | -28.8% | +19.5% | -6.0% |
| 6M | -9.4% | -66.3% | +57.0% | +1.3% |
| YTD | -14.3% | -51.8% | +37.5% | -10.0% |
| 1Y | -11.8% | -44.7% | +32.9% | -10.2% |
| All | -8.8% | +17.6% | -26.4% | -23.8% |
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