-0.6%
TLT vs KRMN
+32.3%
-32.9%
-9.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | 0.0% |
| 7D | +0.4% | -3.4% | +3.8% | +0.5% |
| 30D | -0.3% | -31.8% | +31.5% | +0.5% |
| 3M | -1.7% | -20.0% | +18.3% | -1.4% |
| 6M | -4.9% | -60.5% | +55.6% | -3.3% |
| YTD | -2.8% | -45.8% | +43.0% | -2.1% |
| 1Y | -4.2% | -36.4% | +32.1% | -4.0% |
| All | -0.6% | +32.3% | -32.9% | -2.9% |
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