+18.5%
IWF vs KRMN
+17.4%
+1.1%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.3% | +10.8% | +1.0% |
| 7D | +0.5% | -12.9% | +13.4% | +2.2% |
| 30D | -1.4% | -43.3% | +42.0% | +5.9% |
| 3M | +0.4% | -27.2% | +27.6% | +3.7% |
| 6M | +8.5% | -66.8% | +75.3% | +23.7% |
| YTD | +3.7% | -51.9% | +55.5% | +9.8% |
| 1Y | +8.5% | -43.7% | +52.1% | +10.7% |
| All | +18.5% | +17.4% | +1.1% | -3.5% |
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 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