+14.4%
KRMN vs BWA
+130.3%
-115.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.0% | -2.5% |
| 7D | -15.1% | -0.1% | -15.1% | -15.1% |
| 30D | -44.5% | -5.5% | -39.0% | -43.8% |
| 3M | -25.0% | -7.6% | -17.4% | -24.0% |
| 6M | -66.5% | +25.0% | -91.5% | -67.1% |
| YTD | -53.0% | +47.0% | -100.0% | -57.4% |
| 1Y | -44.7% | +54.0% | -98.7% | -50.9% |
| All | +14.4% | +130.3% | -115.8% | -19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 3y: compounded portfolio wealth divided by compounded BWA 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…
3y analysis · Full analysis span regression · 6 months rolling