+15.0%
AWK vs KRMN
+17.4%
-2.4%
-17.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.3% | +11.2% | -0.4% |
| 7D | +0.6% | -12.9% | +13.5% | +0.2% |
| 30D | +4.3% | -43.3% | +47.6% | +2.6% |
| 3M | +12.5% | -27.2% | +39.7% | +11.8% |
| 6M | +3.3% | -66.8% | +70.1% | +0.7% |
| YTD | +9.8% | -51.9% | +61.6% | +8.4% |
| 1Y | +2.9% | -43.7% | +46.6% | +1.6% |
| All | +15.0% | +17.4% | -2.4% | +12.0% |
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