+17.2%
WFC vs KRMN
+14.6%
+2.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.1% | 0.0% |
| 7D | +0.3% | -15.1% | +15.4% | +2.0% |
| 30D | +2.3% | -44.5% | +46.8% | +9.1% |
| 3M | +9.8% | -25.0% | +34.8% | +12.5% |
| 6M | +15.6% | -66.5% | +82.1% | +29.2% |
| YTD | -2.4% | -53.0% | +50.6% | +2.7% |
| 1Y | +13.8% | -44.7% | +58.6% | +15.9% |
| All | +17.2% | +14.6% | +2.6% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling