-16.4%
SW vs KRMN
+35.0%
-51.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -9.4% | +7.4% | -1.2% |
| 7D | -3.0% | +26.2% | -29.2% | -5.4% |
| 30D | +4.2% | +34.3% | -30.2% | +0.5% |
| 3M | -11.5% | -34.6% | +23.1% | -8.2% |
| 6M | +8.6% | -35.2% | +43.8% | +11.8% |
| YTD | +15.0% | -44.6% | +59.6% | +15.2% |
| 1Y | +25.7% | -40.2% | +65.9% | +23.5% |
| All | -16.4% | +35.0% | -51.4% | -36.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling