+18.3%
WFC vs KRMN
+17.6%
+0.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.6% | +0.7% |
| 7D | +0.4% | -11.8% | +12.1% | +1.6% |
| 30D | +1.5% | -43.0% | +44.5% | +8.0% |
| 3M | +10.2% | -28.8% | +39.0% | +13.7% |
| 6M | +18.8% | -66.3% | +85.1% | +32.8% |
| YTD | -1.5% | -51.8% | +50.3% | +3.4% |
| 1Y | +13.5% | -44.7% | +58.3% | +15.7% |
| All | +18.3% | +17.6% | +0.7% | -5.8% |
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