-44.7%
KRMN vs WYNN
-28.3%
-16.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WYNN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.8% | +3.4% | +2.8% |
| 7D | -11.8% | -4.2% | -7.6% | -10.5% |
| 30D | -43.0% | -14.6% | -28.4% | -40.3% |
| 3M | -28.8% | -18.4% | -10.4% | -24.8% |
| 6M | -66.3% | -11.9% | -54.4% | -65.1% |
| YTD | -51.8% | -26.6% | -25.2% | -48.3% |
| 1Y | -44.7% | -28.5% | -16.2% | -40.3% |
| All | -44.7% | -28.3% | -16.4% | -40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WYNN.
Daily Out/Under-Performance
Portfolio return minus WYNN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WYNN 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 1y: compounded portfolio wealth divided by compounded WYNN 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…
1y analysis · Full analysis span regression · 6 months rolling