+7.8%
XLP vs KRMN
-25.5%
+33.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.8% |
| 7D | -1.0% | -12.3% | +11.2% | -1.1% |
| 30D | -0.9% | -27.5% | +26.6% | -1.1% |
| 3M | +3.8% | -26.5% | +30.3% | +3.8% |
| 6M | -1.7% | -59.6% | +57.8% | -2.2% |
| YTD | +10.3% | -45.4% | +55.6% | +10.7% |
| 1Y | +7.8% | -25.1% | +32.9% | +6.8% |
| All | +7.8% | -25.5% | +33.3% | +6.8% |
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