+8.4%
XLC vs KRMN
+14.6%
-6.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | -1.7% | -15.1% | +13.5% | -0.3% |
| 30D | +0.2% | -44.5% | +44.7% | +5.4% |
| 3M | +0.7% | -25.0% | +25.7% | +2.6% |
| 6M | -4.5% | -66.5% | +62.1% | +4.4% |
| YTD | -4.7% | -53.0% | +48.3% | -0.9% |
| 1Y | -1.5% | -44.7% | +43.2% | -0.8% |
| All | +8.4% | +14.6% | -6.2% | -8.7% |
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