-51.8%
KRMN vs WOLF
+39.8%
-91.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WOLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -7.7% | +5.4% | -1.4% |
| 7D | -15.1% | -6.2% | -8.9% | -14.4% |
| 30D | -44.5% | -16.5% | -28.0% | -43.4% |
| 3M | -25.0% | -42.0% | +17.0% | -22.2% |
| 6M | -66.5% | +51.8% | -118.4% | -68.3% |
| YTD | -53.0% | +44.6% | -97.6% | -55.3% |
| All | -51.8% | +39.8% | -91.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WOLF.
Daily Out/Under-Performance
Portfolio return minus WOLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WOLF 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 3y: compounded portfolio wealth divided by compounded WOLF 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…
3y analysis · Full analysis span regression · 6 months rolling