+367.7%
TTMI vs KRMN
+14.6%
+353.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.4% | +0.8% | -0.7% |
| 7D | +6.0% | -15.1% | +21.2% | +11.8% |
| 30D | -6.4% | -44.5% | +38.1% | +13.7% |
| 3M | -28.9% | -25.0% | -3.9% | -22.8% |
| 6M | +26.9% | -66.5% | +93.4% | +78.9% |
| YTD | +77.3% | -53.0% | +130.3% | +118.4% |
| 1Y | +147.5% | -44.7% | +192.2% | +188.0% |
| All | +367.7% | +14.6% | +353.0% | +324.7% |
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