+118.7%
TSM vs KRMN
+17.6%
+101.1%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.6% | -1.4% | +0.7% |
| 7D | +1.0% | -11.8% | +12.8% | +3.3% |
| 30D | +1.0% | -43.0% | +44.0% | +11.9% |
| 3M | +2.9% | -28.8% | +31.7% | +8.2% |
| 6M | +22.8% | -66.3% | +89.2% | +48.9% |
| YTD | +43.3% | -51.8% | +95.1% | +56.6% |
| 1Y | +69.2% | -44.7% | +113.9% | +77.4% |
| All | +118.7% | +17.6% | +101.1% | +80.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling