+17.4%
KRMN vs WING
-61.1%
+78.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.0% | -3.4% | +1.5% |
| 7D | -11.8% | +7.2% | -19.0% | -12.9% |
| 30D | -43.0% | +4.8% | -47.8% | -43.6% |
| 3M | -28.8% | -23.7% | -5.2% | -25.7% |
| 6M | -66.3% | -43.6% | -22.8% | -62.8% |
| YTD | -51.8% | -50.6% | -1.2% | -45.3% |
| 1Y | -44.7% | -57.0% | +12.3% | -35.8% |
| All | +17.4% | -61.1% | +78.5% | +34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WING.
Daily Out/Under-Performance
Portfolio return minus WING return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WING 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 10y: compounded portfolio wealth divided by compounded WING 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…
10y analysis · Full analysis span regression · 6 months rolling