+101.5%
THC vs KRMN
+17.4%
+84.1%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -11.3% | +15.1% | +4.9% |
| 7D | +4.1% | -12.9% | +16.9% | +5.3% |
| 30D | +3.5% | -43.3% | +46.9% | +9.3% |
| 3M | +61.7% | -27.2% | +88.9% | +65.6% |
| 6M | +11.8% | -66.8% | +78.6% | +24.2% |
| YTD | +35.4% | -51.9% | +87.3% | +38.6% |
| 1Y | +37.0% | -43.7% | +80.7% | +32.5% |
| All | +101.5% | +17.4% | +84.1% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling