+122.4%
TER vs KRMN
+35.5%
+86.8%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.4% | -5.8% | -5.5% |
| 7D | +14.4% | -10.9% | +25.2% | +17.2% |
| 30D | -30.6% | +34.9% | -65.5% | -36.4% |
| 3M | -39.2% | -32.8% | -6.4% | -33.9% |
| 6M | -31.3% | -39.6% | +8.3% | -24.6% |
| YTD | +29.1% | -44.4% | +73.5% | +43.3% |
| 1Y | +47.4% | -32.2% | +79.7% | +55.9% |
| All | +122.4% | +35.5% | +86.8% | +95.8% |
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