+56.7%
TPR vs KRMN
+35.5%
+21.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -0.3% | -10.9% | +10.6% | +1.0% |
| 30D | +15.1% | +34.9% | -19.8% | +9.0% |
| 3M | +3.5% | -32.8% | +36.3% | +8.8% |
| 6M | +0.4% | -39.6% | +40.0% | +6.5% |
| YTD | +4.6% | -44.4% | +49.0% | +7.3% |
| 1Y | +33.1% | -32.2% | +65.3% | +29.7% |
| All | +56.7% | +35.5% | +21.2% | +16.8% |
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