+0.7%
XLY vs KRMN
+17.6%
-16.9%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | +0.6% |
| 7D | -1.7% | -11.8% | +10.1% | -0.3% |
| 30D | -4.2% | -43.0% | +38.8% | +2.1% |
| 3M | -2.7% | -28.8% | +26.2% | +0.5% |
| 6M | -0.6% | -66.3% | +65.7% | +11.6% |
| YTD | -5.0% | -51.8% | +46.8% | +0.2% |
| 1Y | -4.1% | -44.7% | +40.6% | -1.8% |
| All | +0.7% | +17.6% | -16.9% | -16.5% |
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