+22.9%
ITW vs KRMN
-59.3%
+82.2%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -13.5% | +15.9% | +3.1% |
| 7D | +6.3% | -10.0% | +16.3% | +6.7% |
| 30D | +11.1% | +3.5% | +7.6% | +10.6% |
| 3M | +0.1% | -36.7% | +36.8% | +2.2% |
| 6M | +18.1% | -47.7% | +65.8% | +21.4% |
| YTD | +21.4% | -53.3% | +74.7% | +24.3% |
| 1Y | +22.9% | -59.7% | +82.5% | +25.3% |
| All | +22.9% | -59.3% | +82.2% | +25.3% |
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