+17.4%
KRMN vs NWSA
+1.7%
+15.7%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.2% | +2.4% | +2.5% |
| 7D | -11.8% | -2.8% | -9.0% | -10.9% |
| 30D | -43.0% | +3.0% | -46.0% | -43.6% |
| 3M | -28.8% | +12.3% | -41.2% | -32.8% |
| 6M | -66.3% | +21.9% | -88.2% | -69.6% |
| YTD | -51.8% | +13.6% | -65.3% | -54.9% |
| 1Y | -44.7% | +0.5% | -45.2% | -43.0% |
| All | +17.4% | +1.7% | +15.7% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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