+0.2%
XLU vs KRMN
-62.2%
+62.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -0.7% |
| 7D | +0.4% | -23.0% | +23.4% | +0.6% |
| 30D | +5.2% | -3.6% | +8.8% | +5.2% |
| 3M | -0.1% | -41.8% | +41.7% | +0.3% |
| 6M | -5.3% | -49.0% | +43.6% | -4.7% |
| YTD | +3.5% | -56.1% | +59.7% | +3.8% |
| 1Y | +0.2% | -59.8% | +60.0% | +1.0% |
| All | +0.2% | -62.2% | +62.4% | +1.0% |
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