-5.0%
XYZ vs KRMN
+32.3%
-37.3%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +2.9% | -3.4% | +6.3% | +3.6% |
| 30D | +1.4% | -31.8% | +33.2% | +9.2% |
| 3M | +14.6% | -20.0% | +34.6% | +18.3% |
| 6M | +20.8% | -60.5% | +81.3% | +44.1% |
| YTD | +23.1% | -45.8% | +68.8% | +31.9% |
| 1Y | +5.6% | -36.4% | +42.0% | +7.5% |
| All | -5.0% | +32.3% | -37.3% | -27.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling