+115.5%
EWT vs KRMN
+14.6%
+100.8%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.4% | -0.2% | -2.2% |
| 7D | -1.1% | -15.1% | +14.0% | +1.0% |
| 30D | +4.8% | -44.5% | +49.3% | +13.3% |
| 3M | +11.1% | -25.0% | +36.2% | +14.7% |
| 6M | +54.6% | -66.5% | +121.2% | +76.3% |
| YTD | +71.4% | -53.0% | +124.4% | +83.3% |
| 1Y | +82.1% | -44.7% | +126.8% | +88.3% |
| All | +115.5% | +14.6% | +100.8% | +86.4% |
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