+11.5%
TPR vs KRMN
-45.6%
+57.0%
-30.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.4% | +4.3% | +2.2% |
| 7D | -5.1% | -15.1% | +10.0% | -3.3% |
| 30D | -27.6% | -44.5% | +16.9% | -22.5% |
| 3M | -17.5% | -25.0% | +7.6% | -15.0% |
| 6M | -21.3% | -66.5% | +45.2% | -12.8% |
| YTD | -8.5% | -53.0% | +44.5% | -6.4% |
| 1Y | +11.5% | -44.7% | +56.2% | +2.7% |
| All | +11.5% | -45.6% | +57.0% | +2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling