+49.6%
XLE vs KRMN
+33.3%
+16.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.5% | -0.8% |
| 7D | +2.2% | -12.3% | +14.5% | +2.6% |
| 30D | +11.8% | -27.5% | +39.2% | +12.8% |
| 3M | +9.8% | -26.5% | +36.3% | +10.8% |
| 6M | +15.6% | -59.6% | +75.1% | +20.3% |
| YTD | +45.3% | -45.4% | +90.6% | +45.6% |
| 1Y | +48.3% | -25.1% | +73.4% | +41.5% |
| All | +49.6% | +33.3% | +16.4% | +23.4% |
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