+6.3%
WAT vs KRMN
+32.3%
-26.0%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.5% |
| 7D | -0.7% | -3.4% | +2.7% | -0.4% |
| 30D | -1.0% | -31.8% | +30.9% | +2.2% |
| 3M | +10.9% | -20.0% | +30.9% | +12.6% |
| 6M | +33.2% | -60.5% | +93.7% | +42.6% |
| YTD | +6.1% | -45.8% | +51.8% | +9.2% |
| 1Y | +30.2% | -36.4% | +66.6% | +30.9% |
| All | +6.3% | +32.3% | -26.0% | -3.2% |
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 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