+7.6%
XLF vs KRMN
-43.1%
+50.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.5% |
| 7D | -1.5% | -11.8% | +10.3% | -0.8% |
| 30D | -1.2% | -43.0% | +41.9% | +2.1% |
| 3M | +9.2% | -28.8% | +38.0% | +11.0% |
| 6M | +16.3% | -66.3% | +82.7% | +23.1% |
| YTD | +5.4% | -51.8% | +57.2% | +7.5% |
| 1Y | +7.6% | -44.7% | +52.3% | +7.8% |
| All | +7.6% | -43.1% | +50.7% | +7.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling