-53.2%
TSLL vs KRMN
+52.0%
-105.2%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +42.1% | -33.5% | -8.2% |
| 7D | -21.2% | +14.2% | -35.4% | -26.6% |
| 30D | -13.3% | +45.3% | -58.6% | -27.9% |
| 3M | +15.4% | -17.3% | +32.7% | +21.7% |
| 6M | -34.2% | -27.8% | -6.4% | -28.2% |
| YTD | -52.9% | -37.7% | -15.2% | -50.4% |
| 1Y | -54.3% | -39.2% | -15.2% | -51.3% |
| All | -53.2% | +52.0% | -105.2% | -82.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling