-9.3%
UL vs KRMN
-25.5%
+16.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.3% | -0.1% |
| 7D | -1.3% | -12.3% | +10.9% | -1.8% |
| 30D | +0.5% | -27.5% | +27.9% | -0.7% |
| 3M | +17.6% | -26.5% | +44.1% | +16.5% |
| 6M | -5.4% | -59.6% | +54.2% | -8.4% |
| YTD | +0.7% | -45.4% | +46.1% | -0.4% |
| 1Y | -9.3% | -25.1% | +15.8% | -9.2% |
| All | -9.3% | -25.5% | +16.3% | -9.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling