-34.8%
TYL vs KRMN
+46.4%
-81.2%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.2% | +0.9% |
| 7D | +4.3% | +11.1% | -6.8% | +4.5% |
| 30D | +28.0% | +34.7% | -6.8% | +27.3% |
| 3M | +32.3% | -29.4% | +61.7% | +34.1% |
| 6M | +29.9% | -27.8% | +57.7% | +31.2% |
| YTD | -7.1% | -40.0% | +32.9% | -6.7% |
| 1Y | -9.2% | -39.3% | +30.1% | -9.1% |
| All | -34.8% | +46.4% | -81.2% | -44.8% |
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