+15.8%
XLB vs KRMN
+14.6%
+1.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.1% | -1.0% |
| 7D | -3.5% | -15.1% | +11.6% | -2.2% |
| 30D | -4.7% | -44.5% | +39.8% | +0.3% |
| 3M | +2.7% | -25.0% | +27.7% | +4.8% |
| 6M | +2.6% | -66.5% | +69.1% | +11.8% |
| YTD | +12.8% | -53.0% | +65.8% | +17.2% |
| 1Y | +14.0% | -44.7% | +58.7% | +15.1% |
| All | +15.8% | +14.6% | +1.2% | +0.3% |
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