-16.0%
XYL vs KRMN
+17.4%
-33.4%
-30.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -11.3% | +10.2% | +0.2% |
| 7D | +0.8% | -12.9% | +13.7% | +2.3% |
| 30D | -10.8% | -43.3% | +32.5% | -5.2% |
| 3M | -2.5% | -27.2% | +24.6% | +0.3% |
| 6M | -12.2% | -66.8% | +54.6% | -1.4% |
| YTD | -20.1% | -51.9% | +31.8% | -15.4% |
| 1Y | -20.6% | -43.7% | +23.0% | -18.4% |
| All | -16.0% | +17.4% | -33.4% | -25.5% |
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