+110.1%
W vs KRMN
+32.3%
+77.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.3% | +0.8% |
| 7D | +6.5% | -3.4% | +9.9% | +7.7% |
| 30D | -6.2% | -31.8% | +25.6% | +5.7% |
| 3M | +48.9% | -20.0% | +68.9% | +58.6% |
| 6M | +31.2% | -60.5% | +91.7% | +70.2% |
| YTD | -0.4% | -45.8% | +45.3% | +16.0% |
| 1Y | +14.8% | -36.4% | +51.2% | +24.2% |
| All | +110.1% | +32.3% | +77.8% | +56.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling