-23.4%
TSLL vs KRMN
-25.5%
+2.1%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.8% | -1.3% | -10.5% | -11.4% |
| 7D | +1.9% | -12.3% | +14.2% | +6.1% |
| 30D | +17.8% | -27.5% | +45.2% | +30.9% |
| 3M | -37.0% | -26.5% | -10.5% | -31.3% |
| 6M | -37.7% | -59.6% | +21.9% | -15.8% |
| YTD | -51.4% | -45.4% | -6.0% | -45.9% |
| 1Y | -23.4% | -25.1% | +1.7% | -22.7% |
| All | -23.4% | -25.5% | +2.1% | -22.7% |
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