+39.5%
USAR vs KRMN
+14.6%
+24.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.4% | -3.6% | -5.0% |
| 7D | -9.3% | -15.1% | +5.8% | -2.8% |
| 30D | -15.2% | -44.5% | +29.3% | +9.1% |
| 3M | -21.1% | -25.0% | +3.9% | -11.8% |
| 6M | -21.6% | -66.5% | +45.0% | +21.8% |
| YTD | +34.8% | -53.0% | +87.8% | +86.2% |
| 1Y | +15.6% | -44.7% | +60.4% | +53.6% |
| All | +39.5% | +14.6% | +24.8% | +22.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling