-4.9%
VMC vs KRMN
+17.6%
-22.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | -3.8% | -11.8% | +8.0% | -2.5% |
| 30D | -9.7% | -43.0% | +33.3% | -4.3% |
| 3M | -9.6% | -28.8% | +19.2% | -6.8% |
| 6M | -4.8% | -66.3% | +61.5% | +6.5% |
| YTD | -10.9% | -51.8% | +40.9% | -6.5% |
| 1Y | -15.6% | -44.7% | +29.1% | -13.8% |
| All | -4.9% | +17.6% | -22.5% | -18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling