-100.0%
VIVK vs KRMN
-43.1%
-56.9%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.4% | +2.6% | -10.0% | -7.2% |
| 7D | -4.4% | -11.8% | +7.4% | -5.1% |
| 30D | -40.8% | -43.0% | +2.2% | -43.6% |
| 3M | -94.1% | -28.8% | -65.3% | -94.2% |
| 6M | -98.2% | -66.3% | -31.8% | -98.3% |
| YTD | -98.0% | -51.8% | -46.2% | -98.6% |
| 1Y | -100.0% | -44.7% | -55.3% | -100.0% |
| All | -100.0% | -43.1% | -56.9% | -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