-1.8%
ITW vs KRMN
-67.6%
+65.9%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.8% | +0.6% |
| 7D | -2.4% | -15.1% | +12.8% | -1.1% |
| 30D | -9.5% | -44.5% | +34.9% | -5.5% |
| 3M | +6.6% | -25.0% | +31.7% | +8.4% |
| 6M | -1.8% | -66.5% | +64.8% | +8.5% |
| All | -1.8% | -67.6% | +65.9% | +8.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling