-14.6%
SW vs KRMN
+52.0%
-66.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +42.1% | -43.1% | -4.2% |
| 7D | +2.3% | +14.2% | -11.8% | +0.9% |
| 30D | +6.8% | +45.3% | -38.5% | +2.5% |
| 3M | -5.2% | -17.3% | +12.1% | -3.7% |
| 6M | +7.4% | -27.8% | +35.2% | +9.7% |
| YTD | +17.4% | -37.7% | +55.1% | +16.6% |
| 1Y | +27.1% | -39.2% | +66.3% | +25.9% |
| All | -14.6% | +52.0% | -66.7% | -36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling