+44.0%
WAB vs KRMN
+17.4%
+26.6%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -11.3% | +9.9% | -0.1% |
| 7D | +0.2% | -12.9% | +13.1% | +1.8% |
| 30D | -4.6% | -43.3% | +38.8% | +1.7% |
| 3M | +5.6% | -27.2% | +32.8% | +8.8% |
| 6M | +13.8% | -66.8% | +80.6% | +27.5% |
| YTD | +31.9% | -51.9% | +83.7% | +37.5% |
| 1Y | +48.3% | -43.7% | +91.9% | +49.2% |
| All | +44.0% | +17.4% | +26.6% | +19.6% |
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