+17.4%
KRMN vs WU
-21.0%
+38.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.5% |
| 7D | -11.8% | -3.5% | -8.3% | -11.2% |
| 30D | -43.0% | -2.9% | -40.1% | -42.8% |
| 3M | -28.8% | -2.3% | -26.6% | -29.7% |
| 6M | -66.3% | -25.4% | -41.0% | -64.9% |
| YTD | -51.8% | -21.2% | -30.6% | -50.2% |
| 1Y | -44.7% | -8.9% | -35.8% | -44.4% |
| All | +17.4% | -21.0% | +38.4% | +24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 5y: compounded portfolio wealth divided by compounded WU 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…
5y analysis · Full analysis span regression · 6 months rolling