+15.3%
WFC vs KRMN
+32.3%
-17.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.7% | -1.5% | -2.2% |
| 7D | +1.1% | -3.4% | +4.5% | +1.4% |
| 30D | +0.8% | -31.8% | +32.7% | +5.2% |
| 3M | +9.3% | -20.0% | +29.3% | +11.4% |
| 6M | +10.6% | -60.5% | +71.2% | +21.5% |
| YTD | -4.1% | -45.8% | +41.7% | -0.4% |
| 1Y | +13.6% | -36.4% | +49.9% | +14.0% |
| All | +15.3% | +32.3% | -17.0% | -9.3% |
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