-5.8%
XYZ vs KRMN
+17.4%
-23.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -11.3% | +10.4% | +1.4% |
| 7D | -3.7% | -12.9% | +9.2% | -1.2% |
| 30D | +0.5% | -43.3% | +43.9% | +12.3% |
| 3M | +16.3% | -27.2% | +43.5% | +22.0% |
| 6M | +21.1% | -66.8% | +87.9% | +49.9% |
| YTD | +22.0% | -51.9% | +73.9% | +33.7% |
| 1Y | +5.2% | -43.7% | +48.8% | +9.4% |
| All | -5.8% | +17.4% | -23.2% | -26.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling