-11.3%
SW vs KRMN
+33.3%
-44.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | -5.1% | -12.3% | +7.2% | -3.8% |
| 30D | -4.6% | -27.5% | +22.9% | -1.5% |
| 3M | +9.4% | -26.5% | +35.9% | +12.2% |
| 6M | +3.5% | -59.6% | +63.1% | +11.6% |
| YTD | +22.0% | -45.4% | +67.4% | +23.2% |
| 1Y | +2.2% | -25.1% | +27.3% | -3.7% |
| All | -11.3% | +33.3% | -44.5% | -32.4% |
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