-2.3%
TLT vs KRMN
+14.6%
-16.9%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.2% | -1.1% |
| 7D | -1.6% | -15.1% | +13.6% | -1.2% |
| 30D | -1.3% | -44.5% | +43.1% | -0.1% |
| 3M | -3.7% | -25.0% | +21.3% | -3.3% |
| 6M | -6.4% | -66.5% | +60.2% | -4.4% |
| YTD | -4.5% | -53.0% | +48.5% | -3.5% |
| 1Y | -5.9% | -44.7% | +38.9% | -5.4% |
| All | -2.3% | +14.6% | -16.9% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling