+56.4%
TLN vs KRMN
+35.5%
+20.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.4% | -3.2% | -2.8% |
| 7D | +11.0% | -10.9% | +21.9% | +13.3% |
| 30D | +4.9% | +34.9% | -30.0% | -2.0% |
| 3M | +4.9% | -32.8% | +37.7% | +11.6% |
| 6M | +7.1% | -39.6% | +46.7% | +15.0% |
| YTD | +0.3% | -44.4% | +44.7% | +5.6% |
| 1Y | +5.9% | -32.2% | +38.1% | +4.7% |
| All | +56.4% | +35.5% | +20.9% | +13.5% |
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