-13.7%
TOST vs KRMN
+35.5%
-49.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.4% | +3.1% | +3.4% |
| 7D | 0.0% | -10.9% | +10.9% | +1.1% |
| 30D | +16.2% | +34.9% | -18.7% | +10.7% |
| 3M | -1.5% | -32.8% | +31.3% | +2.7% |
| 6M | +55.3% | -39.6% | +94.9% | +63.3% |
| YTD | -2.3% | -44.4% | +42.1% | -0.9% |
| 1Y | -5.5% | -32.2% | +26.7% | -9.9% |
| All | -13.7% | +35.5% | -49.3% | -42.6% |
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