+53.0%
TECK vs KRMN
+17.6%
+35.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.2% |
| 7D | -3.8% | -11.8% | +7.9% | -1.0% |
| 30D | +0.7% | -43.0% | +43.8% | +14.9% |
| 3M | +4.6% | -28.8% | +33.5% | +12.1% |
| 6M | +25.1% | -66.3% | +91.5% | +57.3% |
| YTD | +39.2% | -51.8% | +91.0% | +57.5% |
| 1Y | +60.3% | -44.7% | +105.0% | +72.4% |
| All | +53.0% | +17.6% | +35.4% | +22.1% |
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