+14.4%
KRMN vs BBWI
-48.8%
+63.2%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.5% | -0.9% | -2.1% |
| 7D | -15.1% | -8.0% | -7.1% | -13.8% |
| 30D | -44.5% | -6.6% | -37.9% | -43.9% |
| 3M | -25.0% | -2.7% | -22.3% | -25.0% |
| 6M | -66.5% | -12.8% | -53.8% | -65.9% |
| YTD | -53.0% | -10.5% | -42.5% | -52.4% |
| 1Y | -44.7% | -35.3% | -9.4% | -41.7% |
| All | +14.4% | -48.8% | +63.2% | +18.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling