-59.7%
KRMN vs BBWI
+2.4%
-62.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +4.1% | -17.6% | -14.2% |
| 7D | -10.0% | +8.8% | -18.8% | -11.4% |
| 30D | +3.5% | +34.8% | -31.3% | -1.8% |
| 3M | -36.7% | +12.9% | -49.6% | -38.1% |
| 6M | -47.7% | +29.6% | -77.3% | -50.4% |
| YTD | -53.3% | +20.8% | -74.1% | -55.0% |
| 1Y | -59.7% | +4.1% | -63.7% | -60.7% |
| All | -59.7% | +2.4% | -62.0% | -60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 BBWI 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