-39.9%
TSCO vs KRMN
+17.6%
-57.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -1.7% |
| 7D | -5.7% | -11.8% | +6.1% | -4.9% |
| 30D | -8.8% | -43.0% | +34.3% | -5.5% |
| 3M | +6.3% | -28.8% | +35.2% | +8.4% |
| 6M | -32.3% | -66.3% | +34.1% | -28.6% |
| YTD | -32.7% | -51.8% | +19.1% | -30.5% |
| 1Y | -43.7% | -44.7% | +1.0% | -42.7% |
| All | -39.9% | +17.6% | -57.5% | -44.7% |
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 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