+14.1%
XYZ vs KRMN
-30.2%
+44.3%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.3% | -3.6% |
| 7D | -2.1% | +26.2% | -28.3% | -3.2% |
| 30D | +7.0% | +34.3% | -27.3% | +3.0% |
| 3M | +5.1% | -34.6% | +39.7% | +8.9% |
| 6M | +14.1% | -35.2% | +49.2% | +17.4% |
| All | +14.1% | -30.2% | +44.3% | +17.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling