-59.7%
KRMN vs GWRE
-24.5%
-35.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +5.9% | -19.5% | -13.5% |
| 7D | -10.0% | +2.2% | -12.2% | -10.0% |
| 30D | +3.5% | +4.5% | -1.0% | +3.3% |
| 3M | -36.7% | +6.4% | -43.1% | -37.0% |
| 6M | -47.7% | +18.8% | -66.5% | -48.4% |
| YTD | -53.3% | -15.1% | -38.2% | -48.7% |
| 1Y | -59.7% | -23.4% | -36.2% | -52.2% |
| All | -59.7% | -24.5% | -35.1% | -52.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling