+17.4%
KRMN vs BBWI
-45.5%
+62.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.4% | -3.8% | +1.4% |
| 7D | -11.8% | -4.8% | -6.9% | -11.0% |
| 30D | -43.0% | +3.5% | -46.5% | -43.4% |
| 3M | -28.8% | -0.3% | -28.5% | -29.2% |
| 6M | -66.3% | -5.4% | -61.0% | -66.1% |
| YTD | -51.8% | -4.7% | -47.1% | -51.7% |
| 1Y | -44.7% | -30.5% | -14.2% | -42.4% |
| All | +17.4% | -45.5% | +62.9% | +20.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling