-6.0%
XYZ vs KRMN
+17.6%
-23.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.6% | -2.4% | -0.3% |
| 7D | -4.3% | -11.8% | +7.5% | -2.0% |
| 30D | +1.2% | -43.0% | +44.2% | +12.9% |
| 3M | +14.6% | -28.8% | +43.5% | +21.0% |
| 6M | +22.6% | -66.3% | +88.9% | +51.2% |
| YTD | +21.7% | -51.8% | +73.5% | +33.4% |
| 1Y | +6.7% | -44.7% | +51.4% | +11.6% |
| All | -6.0% | +17.6% | -23.6% | -27.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling