+15.1%
TMO vs KRMN
+17.6%
-2.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.6% | -1.5% | +0.9% |
| 7D | -0.6% | -11.8% | +11.1% | +0.3% |
| 30D | +1.1% | -43.0% | +44.1% | +5.8% |
| 3M | +28.3% | -28.8% | +57.2% | +31.3% |
| 6M | +23.3% | -66.3% | +89.6% | +34.0% |
| YTD | +5.5% | -51.8% | +57.2% | +11.5% |
| 1Y | +24.5% | -44.7% | +69.3% | +30.3% |
| All | +15.1% | +17.6% | -2.5% | +8.0% |
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