+32.1%
KRMN vs BBWI
-44.6%
+76.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.1% | +2.4% | -0.2% |
| 7D | -3.4% | +1.6% | -5.0% | -3.7% |
| 30D | -31.8% | -6.2% | -25.6% | -31.3% |
| 3M | -20.0% | +4.3% | -24.4% | -21.1% |
| 6M | -60.5% | -7.2% | -53.4% | -60.2% |
| YTD | -45.8% | -3.0% | -42.7% | -45.9% |
| 1Y | -36.4% | -30.8% | -5.6% | -33.8% |
| All | +32.1% | -44.6% | +76.6% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling