+106.1%
U vs KRMN
+32.3%
+73.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.7% | +3.3% | +2.8% |
| 7D | +4.5% | -3.4% | +7.9% | +5.5% |
| 30D | -0.6% | -31.8% | +31.3% | +10.6% |
| 3M | +48.4% | -20.0% | +68.5% | +55.9% |
| 6M | +115.4% | -60.5% | +175.9% | +177.7% |
| YTD | -3.2% | -45.8% | +42.5% | +13.4% |
| 1Y | -6.0% | -36.4% | +30.3% | +2.1% |
| All | +106.1% | +32.3% | +73.8% | +94.8% |
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