+48.8%
TRGP vs KRMN
+32.3%
+16.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.5% |
| 7D | -0.6% | -3.4% | +2.8% | -0.5% |
| 30D | +14.6% | -31.8% | +46.4% | +15.9% |
| 3M | +11.9% | -20.0% | +32.0% | +12.3% |
| 6M | +25.3% | -60.5% | +85.8% | +31.7% |
| YTD | +61.9% | -45.8% | +107.6% | +61.6% |
| 1Y | +87.3% | -36.4% | +123.6% | +78.1% |
| All | +48.8% | +32.3% | +16.5% | +5.3% |
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