+29.6%
TLN vs KRMN
+14.6%
+15.0%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -2.1% |
| 7D | +2.0% | -15.1% | +17.1% | +5.2% |
| 30D | -12.9% | -44.5% | +31.5% | -2.4% |
| 3M | -7.4% | -25.0% | +17.6% | -3.3% |
| 6M | -6.0% | -66.5% | +60.5% | +15.8% |
| YTD | -16.9% | -53.0% | +36.1% | -8.2% |
| 1Y | -22.6% | -44.7% | +22.1% | -18.8% |
| All | +29.6% | +14.6% | +15.0% | -1.3% |
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