+10.4%
UAL vs KRMN
+33.3%
-22.9%
-47.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.3% | +3.8% | +2.8% |
| 7D | +0.7% | -12.3% | +13.0% | +3.5% |
| 30D | -16.1% | -27.5% | +11.4% | -10.3% |
| 3M | +6.1% | -26.5% | +32.6% | +12.1% |
| 6M | +10.8% | -59.6% | +70.4% | +32.9% |
| YTD | -0.4% | -45.4% | +45.0% | +7.8% |
| 1Y | +5.0% | -25.1% | +30.1% | -0.5% |
| All | +10.4% | +33.3% | -22.9% | -27.5% |
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