+14.4%
KRMN vs WST
+41.9%
-27.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.2% | -4.5% | -2.8% |
| 7D | -15.1% | +0.4% | -15.6% | -15.2% |
| 30D | -44.5% | -2.0% | -42.5% | -44.2% |
| 3M | -25.0% | +4.1% | -29.1% | -25.4% |
| 6M | -66.5% | +47.4% | -114.0% | -69.4% |
| YTD | -53.0% | +25.4% | -78.4% | -55.4% |
| 1Y | -44.7% | +35.3% | -80.0% | -48.2% |
| All | +14.4% | +41.9% | -27.4% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 WST 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