-58.6%
RDW vs KRMN
+17.6%
-76.2%
-80.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +2.6% | -4.9% | -4.1% |
| 7D | +0.9% | -11.8% | +12.6% | +9.3% |
| 30D | -21.3% | -43.0% | +21.7% | +15.3% |
| 3M | -37.9% | -28.8% | -9.0% | -23.2% |
| 6M | +12.3% | -66.3% | +78.6% | +129.1% |
| YTD | +39.7% | -51.8% | +91.5% | +123.8% |
| 1Y | +25.7% | -44.7% | +70.4% | +78.4% |
| All | -58.6% | +17.6% | -76.2% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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