+25.6%
SW vs KRMN
-39.5%
+65.1%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.4% | -1.3% | -0.9% |
| 7D | -2.9% | -10.9% | +7.9% | -2.4% |
| 30D | +5.0% | +34.9% | -29.9% | +2.6% |
| 3M | -13.7% | -32.8% | +19.1% | -11.4% |
| 6M | +8.0% | -39.6% | +47.6% | +10.1% |
| YTD | +14.0% | -44.4% | +58.4% | +7.0% |
| 1Y | +25.6% | -32.2% | +57.8% | +7.2% |
| All | +25.6% | -39.5% | +65.1% | +7.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling