-15.5%
TOST vs KRMN
+33.3%
-48.8%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.2% |
| 7D | -3.4% | -12.3% | +8.9% | -1.7% |
| 30D | -2.4% | -27.5% | +25.0% | +1.7% |
| 3M | +34.6% | -26.5% | +61.1% | +39.3% |
| 6M | +15.2% | -59.6% | +74.8% | +31.1% |
| YTD | -4.4% | -45.4% | +41.0% | -1.7% |
| 1Y | -17.4% | -25.1% | +7.7% | -25.8% |
| All | -15.5% | +33.3% | -48.8% | -43.1% |
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