+81.4%
HWM vs KRMN
+32.3%
+49.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.7% | -0.7% | -10.0% | -10.6% |
| 7D | -9.2% | -3.4% | -5.8% | -8.5% |
| 30D | -17.9% | -31.8% | +14.0% | -11.9% |
| 3M | -6.0% | -20.0% | +14.0% | -2.8% |
| 6M | -7.4% | -60.5% | +53.2% | +8.6% |
| YTD | +13.1% | -45.8% | +58.9% | +20.2% |
| 1Y | +29.3% | -36.4% | +65.7% | +30.2% |
| All | +81.4% | +32.3% | +49.1% | +34.6% |
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