+9.5%
XLC vs KRMN
+17.6%
-8.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.6% | -1.6% | +0.8% |
| 7D | +0.5% | -11.8% | +12.3% | +1.6% |
| 30D | +2.1% | -43.0% | +45.1% | +7.1% |
| 3M | +0.7% | -28.8% | +29.5% | +3.1% |
| 6M | -3.2% | -66.3% | +63.1% | +5.7% |
| YTD | -3.8% | -51.8% | +48.0% | -0.2% |
| 1Y | -2.0% | -44.7% | +42.7% | -1.2% |
| All | +9.5% | +17.6% | -8.1% | -8.0% |
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 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