+17.2%
KRMN vs NWSA
+2.3%
+14.9%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.4% | -10.9% | -11.1% |
| 7D | -12.9% | -3.1% | -9.8% | -11.9% |
| 30D | -43.3% | +4.3% | -47.6% | -44.2% |
| 3M | -27.2% | +9.2% | -36.4% | -30.4% |
| 6M | -66.8% | +21.6% | -88.4% | -69.9% |
| YTD | -51.9% | +14.2% | -66.1% | -55.1% |
| 1Y | -43.7% | +1.8% | -45.4% | -42.5% |
| All | +17.2% | +2.3% | +14.9% | +20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling