+474.5%
TXG vs KRMN
+17.6%
+456.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.6% | +0.7% | +2.8% |
| 7D | +9.5% | -11.8% | +21.2% | +12.1% |
| 30D | +18.8% | -43.0% | +61.8% | +33.2% |
| 3M | +136.1% | -28.8% | +165.0% | +151.7% |
| 6M | +235.2% | -66.3% | +301.6% | +308.7% |
| YTD | +320.5% | -51.8% | +372.3% | +372.3% |
| 1Y | +425.2% | -44.7% | +469.9% | +473.9% |
| All | +474.5% | +17.6% | +456.9% | +416.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling