-11.5%
UBER vs KRMN
+17.4%
-28.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -11.3% | +8.5% | -1.2% |
| 7D | -7.0% | -12.9% | +5.8% | -5.2% |
| 30D | -8.9% | -43.3% | +34.4% | -1.4% |
| 3M | +1.0% | -27.2% | +28.2% | +4.9% |
| 6M | -3.7% | -66.8% | +63.1% | +12.6% |
| YTD | -13.0% | -51.9% | +38.9% | -6.4% |
| 1Y | -25.5% | -43.7% | +18.1% | -22.7% |
| All | -11.5% | +17.4% | -28.9% | -26.0% |
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