+18.3%
IWF vs KRMN
+17.6%
+0.7%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.6% | -1.8% | +0.5% |
| 7D | -0.9% | -11.8% | +10.8% | +0.6% |
| 30D | -1.7% | -43.0% | +41.3% | +5.4% |
| 3M | +0.7% | -28.8% | +29.5% | +4.3% |
| 6M | +8.6% | -66.3% | +74.9% | +23.5% |
| YTD | +3.5% | -51.8% | +55.3% | +9.6% |
| 1Y | +7.0% | -44.7% | +51.7% | +9.6% |
| All | +18.3% | +17.6% | +0.7% | -3.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling