+15.6%
XEL vs KRMN
+14.6%
+0.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.3% | -1.0% |
| 7D | -1.2% | -15.1% | +13.9% | -0.8% |
| 30D | -2.9% | -44.5% | +41.6% | -1.5% |
| 3M | -2.7% | -25.0% | +22.3% | -2.1% |
| 6M | -6.5% | -66.5% | +60.0% | -3.5% |
| YTD | +3.6% | -53.0% | +56.6% | +4.4% |
| 1Y | +7.5% | -44.7% | +52.2% | +6.5% |
| All | +15.6% | +14.6% | +0.9% | +1.5% |
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