-33.6%
Z vs KRMN
-28.2%
-5.5%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +42.1% | -44.6% | -3.7% |
| 7D | -4.6% | +14.2% | -18.7% | -4.4% |
| 30D | +8.3% | +45.3% | -37.0% | +4.8% |
| 3M | -11.6% | -17.3% | +5.7% | -11.2% |
| 6M | -33.6% | -27.8% | -5.8% | -34.3% |
| All | -33.6% | -28.2% | -5.5% | -34.3% |
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