+8.8%
USHY vs KRMN
+17.6%
-8.8%
-4.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | 0.0% |
| 7D | -0.7% | -11.8% | +11.1% | -0.4% |
| 30D | -0.7% | -43.0% | +42.3% | +0.8% |
| 3M | +0.1% | -28.8% | +28.9% | +0.8% |
| 6M | +1.8% | -66.3% | +68.1% | +4.7% |
| YTD | +1.8% | -51.8% | +53.6% | +3.1% |
| 1Y | +3.3% | -44.7% | +48.0% | +3.8% |
| All | +8.8% | +17.6% | -8.8% | +3.6% |
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