+22.4%
XLP vs KRMN
-38.9%
+61.3%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.1% |
| 7D | +2.3% | +11.1% | -8.8% | +2.7% |
| 30D | +9.1% | +34.7% | -25.6% | +9.5% |
| 3M | +7.9% | -29.4% | +37.2% | +8.1% |
| 6M | +9.6% | -27.8% | +37.4% | +10.4% |
| YTD | +19.4% | -40.0% | +59.4% | +20.7% |
| 1Y | +22.4% | -39.3% | +61.6% | +23.9% |
| All | +22.4% | -38.9% | +61.3% | +23.9% |
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