-4.5%
TSN vs KRMN
+17.4%
-21.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -11.3% | +10.2% | -0.8% |
| 7D | -7.3% | -12.9% | +5.6% | -7.1% |
| 30D | -8.6% | -43.3% | +34.7% | -7.8% |
| 3M | -7.5% | -27.2% | +19.7% | -7.1% |
| 6M | -14.1% | -66.8% | +52.7% | -12.7% |
| YTD | -9.4% | -51.9% | +42.4% | -8.9% |
| 1Y | -4.1% | -43.7% | +39.6% | -4.4% |
| All | -4.5% | +17.4% | -21.9% | -9.7% |
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