+4.4%
V vs KRMN
+14.6%
-10.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.3% | +0.1% |
| 7D | -3.0% | -15.1% | +12.1% | -2.2% |
| 30D | +1.2% | -44.5% | +45.7% | +4.4% |
| 3M | +13.9% | -25.0% | +38.9% | +15.1% |
| 6M | +17.2% | -66.5% | +83.8% | +25.1% |
| YTD | +5.3% | -53.0% | +58.3% | +6.9% |
| 1Y | +9.5% | -44.7% | +54.2% | +7.7% |
| All | +4.4% | +14.6% | -10.2% | -15.7% |
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