+11.3%
XLU vs KRMN
+17.6%
-6.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.4% |
| 7D | -1.6% | -11.8% | +10.2% | -1.1% |
| 30D | -3.3% | -43.0% | +39.7% | -1.3% |
| 3M | -3.2% | -28.8% | +25.7% | -2.1% |
| 6M | -7.0% | -66.3% | +59.4% | -2.6% |
| YTD | +0.6% | -51.8% | +52.4% | +2.1% |
| 1Y | +2.4% | -44.7% | +47.1% | +2.1% |
| All | +11.3% | +17.6% | -6.3% | -3.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling