-43.6%
TSLQ vs KRMN
-43.1%
-0.5%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.6% | -3.6% | -0.2% |
| 7D | -6.6% | -11.8% | +5.2% | -10.2% |
| 30D | -24.3% | -43.0% | +18.7% | -37.5% |
| 3M | -3.6% | -28.8% | +25.2% | -12.1% |
| 6M | -12.0% | -66.3% | +54.4% | -36.9% |
| YTD | +1.4% | -51.8% | +53.2% | -9.6% |
| 1Y | -43.6% | -44.7% | +1.1% | -45.0% |
| All | -43.6% | -43.1% | -0.5% | -45.0% |
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