+37.7%
USB vs KRMN
+46.4%
-8.7%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | 0.0% |
| 7D | +1.4% | +11.1% | -9.7% | +0.2% |
| 30D | +6.4% | +34.7% | -28.3% | +3.0% |
| 3M | -4.5% | -29.4% | +24.9% | -1.8% |
| 6M | +11.4% | -27.8% | +39.2% | +13.4% |
| YTD | +17.1% | -40.0% | +57.1% | +19.0% |
| 1Y | +32.6% | -39.3% | +71.9% | +34.0% |
| All | +37.7% | +46.4% | -8.7% | +11.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling