-61.0%
Z vs KRMN
+53.0%
-114.0%
-70.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.6% | +3.2% | +3.7% |
| 7D | -5.2% | +17.3% | -22.5% | -7.7% |
| 30D | +5.7% | +40.8% | -35.1% | -0.6% |
| 3M | -8.7% | -21.2% | +12.4% | -6.1% |
| 6M | -26.0% | -24.6% | -1.4% | -24.2% |
| YTD | -55.0% | -37.3% | -17.8% | -52.3% |
| 1Y | -58.0% | -35.1% | -22.9% | -55.9% |
| All | -61.0% | +53.0% | -114.0% | -67.6% |
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