-56.1%
Z vs KRMN
+33.3%
-89.3%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.3% | -0.8% | -1.9% |
| 7D | -3.0% | -12.3% | +9.3% | -0.9% |
| 30D | -4.2% | -27.5% | +23.3% | +0.7% |
| 3M | -3.7% | -26.5% | +22.8% | +0.3% |
| 6M | -24.5% | -59.6% | +35.1% | -12.8% |
| YTD | -49.3% | -45.4% | -3.9% | -44.5% |
| 1Y | -58.7% | -25.1% | -33.6% | -57.9% |
| All | -56.1% | +33.3% | -89.3% | -62.3% |
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 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