-41.6%
TSLL vs KRMN
-35.7%
-6.0%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +1.8% | +4.0% | +5.3% |
| 7D | +0.5% | +30.8% | -30.3% | -7.8% |
| 30D | +2.7% | +40.2% | -37.5% | -8.2% |
| 3M | +26.3% | -27.8% | +54.1% | +37.4% |
| 6M | -37.2% | -24.0% | -13.2% | -34.2% |
| YTD | -44.2% | -38.9% | -5.3% | -43.0% |
| All | -41.6% | -35.7% | -6.0% | -44.4% |
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