-16.7%
TLN vs KRMN
-25.5%
+8.8%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.3% | +5.1% | +4.0% |
| 7D | +7.1% | -12.3% | +19.3% | +9.3% |
| 30D | -3.9% | -27.5% | +23.6% | +1.3% |
| 3M | -16.2% | -26.5% | +10.3% | -12.5% |
| 6M | -5.8% | -59.6% | +53.8% | +9.1% |
| YTD | -15.4% | -45.4% | +29.9% | -11.4% |
| 1Y | -16.7% | -25.1% | +8.4% | -17.1% |
| All | -16.7% | -25.5% | +8.8% | -17.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling