-5.2%
XHB vs KRMN
+17.4%
-22.6%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.3% | +9.8% | -0.5% |
| 7D | -1.9% | -12.9% | +10.9% | -0.7% |
| 30D | -8.3% | -43.3% | +35.0% | -3.7% |
| 3M | -7.1% | -27.2% | +20.0% | -4.9% |
| 6M | -5.3% | -66.8% | +61.5% | +2.7% |
| YTD | -3.2% | -51.9% | +48.7% | +1.1% |
| 1Y | -13.9% | -43.7% | +29.8% | -11.9% |
| All | -5.2% | +17.4% | -22.6% | -13.0% |
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 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