+36.0%
TSM vs KRMN
-59.3%
+95.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -13.5% | +11.3% | -0.4% |
| 7D | -10.0% | -10.0% | +0.1% | -8.8% |
| 30D | -18.5% | +3.5% | -22.0% | -19.1% |
| 3M | -4.9% | -36.7% | +31.8% | +1.0% |
| 6M | -1.0% | -47.7% | +46.7% | +7.1% |
| YTD | +31.3% | -53.3% | +84.6% | +39.6% |
| 1Y | +36.0% | -59.7% | +95.7% | +49.9% |
| All | +36.0% | -59.3% | +95.3% | +49.9% |
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