+14.4%
KRMN vs WCN
-12.5%
+27.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.1% | -1.2% | -2.1% |
| 7D | -15.1% | -4.4% | -10.7% | -14.3% |
| 30D | -44.5% | -4.4% | -40.0% | -43.9% |
| 3M | -25.0% | +0.5% | -25.5% | -25.8% |
| 6M | -66.5% | -3.3% | -63.3% | -66.1% |
| YTD | -53.0% | -8.5% | -44.5% | -50.8% |
| 1Y | -44.7% | -8.9% | -35.8% | -41.9% |
| All | +14.4% | -12.5% | +27.0% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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