+33.0%
KRMN vs WING
-63.7%
+96.7%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WING | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.4% | -1.2% |
| 7D | -12.3% | -3.9% | -8.4% | -11.6% |
| 30D | -27.5% | -11.6% | -15.9% | -26.0% |
| 3M | -26.5% | -24.2% | -2.3% | -23.2% |
| 6M | -59.6% | -54.1% | -5.5% | -53.5% |
| YTD | -45.4% | -53.9% | +8.5% | -37.2% |
| 1Y | -25.1% | -64.4% | +39.3% | -9.6% |
| All | +33.0% | -63.7% | +96.7% | +54.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling