+121.6%
TSM vs KRMN
+32.3%
+89.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.5% |
| 7D | +6.0% | -3.4% | +9.4% | +6.7% |
| 30D | +4.5% | -31.8% | +36.4% | +12.1% |
| 3M | +3.1% | -20.0% | +23.1% | +6.2% |
| 6M | +30.2% | -60.5% | +90.7% | +53.4% |
| YTD | +45.2% | -45.8% | +91.0% | +55.4% |
| 1Y | +79.6% | -36.4% | +115.9% | +83.4% |
| All | +121.6% | +32.3% | +89.3% | +79.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling