+52.6%
XLE vs KRMN
+35.5%
+17.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.4% | -10.9% | +16.3% | +5.7% |
| 30D | -3.9% | +34.9% | -38.9% | -4.9% |
| 3M | +7.0% | -32.8% | +39.8% | +8.0% |
| 6M | +14.2% | -39.6% | +53.8% | +16.1% |
| YTD | +48.2% | -44.4% | +92.6% | +48.1% |
| 1Y | +47.7% | -32.2% | +79.9% | +44.4% |
| All | +52.6% | +35.5% | +17.1% | +25.5% |
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