+91.6%
XME vs KRMN
+17.4%
+74.2%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.6% | +2.0% |
| 7D | -0.2% | -12.9% | +12.6% | +2.8% |
| 30D | +1.4% | -43.3% | +44.7% | +15.4% |
| 3M | +2.7% | -27.2% | +29.9% | +9.4% |
| 6M | +6.5% | -66.8% | +73.3% | +34.0% |
| YTD | +15.2% | -51.9% | +67.1% | +31.6% |
| 1Y | +43.5% | -43.7% | +87.2% | +57.8% |
| All | +91.6% | +17.4% | +74.2% | +72.5% |
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