+116.0%
TSM vs KRMN
+14.6%
+101.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -1.2% |
| 7D | +2.6% | -15.1% | +17.8% | +5.7% |
| 30D | +1.4% | -44.5% | +45.9% | +12.9% |
| 3M | +5.0% | -25.0% | +30.0% | +9.1% |
| 6M | +24.0% | -66.5% | +90.5% | +50.5% |
| YTD | +41.6% | -53.0% | +94.6% | +55.4% |
| 1Y | +66.2% | -44.7% | +110.9% | +74.0% |
| All | +116.0% | +14.6% | +101.4% | +79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling