+18.5%
XLB vs KRMN
+32.3%
-13.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.2% | -0.9% |
| 7D | -0.2% | -3.4% | +3.2% | +0.1% |
| 30D | -1.7% | -31.8% | +30.1% | +1.5% |
| 3M | +4.4% | -20.0% | +24.4% | +5.9% |
| 6M | +5.0% | -60.5% | +65.5% | +12.8% |
| YTD | +15.5% | -45.8% | +61.2% | +18.5% |
| 1Y | +14.9% | -36.4% | +51.3% | +14.7% |
| All | +18.5% | +32.3% | -13.8% | +1.3% |
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 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