+18.1%
EW vs KRMN
-59.3%
+77.4%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -13.5% | +17.9% | +4.9% |
| 7D | +8.3% | -10.0% | +18.3% | +8.6% |
| 30D | +13.9% | +3.5% | +10.4% | +13.5% |
| 3M | +10.9% | -36.7% | +47.6% | +12.8% |
| 6M | +19.2% | -47.7% | +66.9% | +21.7% |
| YTD | +16.6% | -53.3% | +69.9% | +18.5% |
| 1Y | +18.1% | -59.7% | +77.7% | +20.7% |
| All | +18.1% | -59.3% | +77.4% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling