-20.5%
VG vs KRMN
+46.4%
-66.9%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -4.3% | +6.0% | +2.3% |
| 7D | -7.7% | +11.1% | -18.8% | -9.5% |
| 30D | -8.8% | +34.7% | -43.5% | -13.3% |
| 3M | -15.6% | -29.4% | +13.7% | -11.2% |
| 6M | +5.2% | -27.8% | +33.1% | +9.3% |
| YTD | +76.9% | -40.0% | +116.9% | +75.5% |
| 1Y | +42.5% | -39.3% | +81.8% | +40.2% |
| All | -20.5% | +46.4% | -66.9% | -63.9% |
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