+16.2%
XLB vs KRMN
+17.6%
-1.4%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | -2.8% | -11.8% | +8.9% | -1.8% |
| 30D | -3.1% | -43.0% | +39.9% | +1.7% |
| 3M | -0.2% | -28.8% | +28.7% | +2.4% |
| 6M | +3.1% | -66.3% | +69.4% | +12.3% |
| YTD | +13.3% | -51.8% | +65.1% | +17.3% |
| 1Y | +12.0% | -44.7% | +56.7% | +13.2% |
| All | +16.2% | +17.6% | -1.4% | +0.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling