+33.0%
TLN vs KRMN
+17.4%
+15.6%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -11.3% | +9.4% | +0.3% |
| 7D | +5.8% | -12.9% | +18.7% | +8.6% |
| 30D | -6.9% | -43.3% | +36.5% | +4.0% |
| 3M | -10.9% | -27.2% | +16.3% | -6.2% |
| 6M | -4.6% | -66.8% | +62.2% | +17.9% |
| YTD | -14.7% | -51.9% | +37.1% | -6.3% |
| 1Y | -17.9% | -43.7% | +25.7% | -14.2% |
| All | +33.0% | +17.4% | +15.6% | +0.8% |
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