-23.5%
XYL vs KRMN
-43.1%
+19.6%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.6% | -2.2% | +0.1% |
| 7D | +1.2% | -11.8% | +13.0% | +2.4% |
| 30D | -11.9% | -43.0% | +31.1% | -7.2% |
| 3M | -1.5% | -28.8% | +27.3% | +1.2% |
| 6M | -11.9% | -66.3% | +54.4% | -2.6% |
| YTD | -20.6% | -51.8% | +31.2% | -16.8% |
| 1Y | -23.5% | -44.7% | +21.2% | -23.3% |
| All | -23.5% | -43.1% | +19.6% | -23.3% |
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