-100.0%
VIVK vs KRMN
-25.5%
-74.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.3% | -1.3% | -11.0% | -12.4% |
| 7D | -1.4% | -12.3% | +10.9% | -2.5% |
| 30D | -43.6% | -27.5% | -16.1% | -45.2% |
| 3M | -95.1% | -26.5% | -68.6% | -95.2% |
| 6M | -98.2% | -59.6% | -38.6% | -98.3% |
| YTD | -97.9% | -45.4% | -52.6% | -98.4% |
| 1Y | -100.0% | -25.1% | -74.9% | -100.0% |
| All | -100.0% | -25.5% | -74.5% | -100.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling