-49.7%
TSLQ vs KRMN
-25.5%
-24.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | -1.3% | +13.3% | +11.5% |
| 7D | -5.8% | -12.3% | +6.5% | -10.1% |
| 30D | -22.1% | -27.5% | +5.4% | -30.3% |
| 3M | +10.1% | -26.5% | +36.5% | +1.7% |
| 6M | -6.8% | -59.6% | +52.8% | -29.5% |
| YTD | +8.5% | -45.4% | +53.9% | -0.8% |
| 1Y | -49.7% | -25.1% | -24.6% | -46.8% |
| All | -49.7% | -25.5% | -24.2% | -46.8% |
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 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