+24.2%
TT vs KRMN
+17.6%
+6.6%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.3% |
| 7D | -1.2% | -11.8% | +10.6% | +0.2% |
| 30D | -7.3% | -43.0% | +35.7% | -0.9% |
| 3M | -3.6% | -28.8% | +25.2% | -0.2% |
| 6M | +2.8% | -66.3% | +69.2% | +15.9% |
| YTD | +14.5% | -51.8% | +66.3% | +20.1% |
| 1Y | +7.4% | -44.7% | +52.1% | +8.8% |
| All | +24.2% | +17.6% | +6.6% | +1.7% |
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 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