-42.7%
TRI vs KRMN
+17.6%
-60.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.6% | -0.9% | +1.6% |
| 7D | -7.9% | -11.8% | +3.9% | -7.6% |
| 30D | -4.5% | -43.0% | +38.5% | -3.2% |
| 3M | +22.1% | -28.8% | +50.9% | +22.9% |
| 6M | -2.8% | -66.3% | +63.6% | +1.1% |
| YTD | -23.4% | -51.8% | +28.4% | -23.2% |
| 1Y | -41.5% | -44.7% | +3.2% | -42.1% |
| All | -42.7% | +17.6% | -60.3% | -48.8% |
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