+5.7%
XLP vs KRMN
-44.1%
+49.9%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -11.3% | +10.1% | -1.2% |
| 7D | -2.9% | -12.9% | +10.0% | -3.0% |
| 30D | -2.2% | -43.3% | +41.1% | -2.7% |
| 3M | -0.6% | -27.2% | +26.6% | -0.7% |
| 6M | -2.2% | -66.8% | +64.6% | -3.0% |
| YTD | +8.3% | -51.9% | +60.1% | +9.0% |
| 1Y | +5.7% | -43.7% | +49.4% | +4.9% |
| All | +5.7% | -44.1% | +49.9% | +4.9% |
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