+17.4%
KRMN vs WTW
+0.4%
+17.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.6% |
| 7D | -11.8% | -5.7% | -6.0% | -9.9% |
| 30D | -43.0% | -7.3% | -35.8% | -41.5% |
| 3M | -28.8% | +21.5% | -50.3% | -33.9% |
| 6M | -66.3% | +9.6% | -76.0% | -67.5% |
| YTD | -51.8% | -3.3% | -48.5% | -50.6% |
| 1Y | -44.7% | -6.1% | -38.6% | -42.2% |
| All | +17.4% | +0.4% | +17.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 WTW 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