+7.3%
XLP vs KRMN
+32.3%
-25.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.7% |
| 7D | -1.4% | -3.4% | +2.0% | -1.4% |
| 30D | -1.3% | -31.8% | +30.5% | -1.1% |
| 3M | +1.8% | -20.0% | +21.9% | +2.0% |
| 6M | -0.8% | -60.5% | +59.7% | +0.1% |
| YTD | +9.5% | -45.8% | +55.3% | +9.8% |
| 1Y | +7.2% | -36.4% | +43.5% | +6.6% |
| All | +7.3% | +32.3% | -25.0% | -0.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling