-2.4%
XYZ vs KRMN
+35.0%
-37.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -9.4% | +5.3% | -2.6% |
| 7D | -2.1% | +26.2% | -28.3% | -6.4% |
| 30D | +7.0% | +34.3% | -27.3% | -0.3% |
| 3M | +5.1% | -34.6% | +39.7% | +12.3% |
| 6M | +14.1% | -35.2% | +49.2% | +20.4% |
| YTD | +26.4% | -44.6% | +71.0% | +32.7% |
| 1Y | +25.1% | -40.2% | +65.3% | +27.6% |
| All | -2.4% | +35.0% | -37.4% | -27.4% |
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 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