+32.1%
KRMN vs BWA
+132.3%
-100.2%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.9% | +1.2% | -0.3% |
| 7D | -3.4% | +4.3% | -7.7% | -4.3% |
| 30D | -31.8% | -2.9% | -28.9% | -31.4% |
| 3M | -20.0% | -12.4% | -7.6% | -18.3% |
| 6M | -60.5% | +28.6% | -89.1% | -61.3% |
| YTD | -45.8% | +48.2% | -94.0% | -50.9% |
| 1Y | -36.4% | +50.9% | -87.3% | -42.9% |
| All | +32.1% | +132.3% | -100.2% | -7.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling