+158.4%
TE vs KRMN
+17.4%
+141.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -11.3% | +8.3% | +1.5% |
| 7D | +15.0% | -12.9% | +27.9% | +21.1% |
| 30D | -7.5% | -43.3% | +35.8% | +15.5% |
| 3M | -42.0% | -27.2% | -14.8% | -34.7% |
| 6M | -31.4% | -66.8% | +35.4% | +1.3% |
| YTD | -26.5% | -51.9% | +25.4% | -1.9% |
| 1Y | +153.1% | -43.7% | +196.7% | +212.4% |
| All | +158.4% | +17.4% | +141.0% | +120.7% |
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