+17.4%
KRMN vs TW
-19.6%
+37.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.0% | +3.6% | +2.8% |
| 7D | -11.8% | -4.5% | -7.3% | -10.7% |
| 30D | -43.0% | -2.3% | -40.8% | -42.7% |
| 3M | -28.8% | +2.6% | -31.4% | -30.1% |
| 6M | -66.3% | -17.5% | -48.8% | -64.0% |
| YTD | -51.8% | -5.3% | -46.5% | -50.7% |
| 1Y | -44.7% | -14.8% | -29.9% | -39.7% |
| All | +17.4% | -19.6% | +37.0% | +31.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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