+79.9%
HWM vs KRMN
+17.6%
+62.3%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.8% | +0.3% |
| 7D | -11.4% | -11.8% | +0.3% | -9.5% |
| 30D | -18.5% | -43.0% | +24.5% | -9.7% |
| 3M | -13.2% | -28.8% | +15.7% | -8.3% |
| 6M | -8.7% | -66.3% | +57.7% | +10.2% |
| YTD | +12.2% | -51.8% | +63.9% | +21.7% |
| 1Y | +24.9% | -44.7% | +69.6% | +29.2% |
| All | +79.9% | +17.6% | +62.3% | +36.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling