-2.7%
WM vs KRMN
+17.4%
-20.1%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -11.3% | +10.6% | -0.6% |
| 7D | -1.2% | -12.9% | +11.7% | -1.1% |
| 30D | -4.5% | -43.3% | +38.9% | -4.3% |
| 3M | -2.2% | -27.2% | +25.0% | -2.1% |
| 6M | -11.5% | -66.8% | +55.3% | -10.0% |
| YTD | -0.7% | -51.9% | +51.2% | -0.3% |
| 1Y | +0.3% | -43.7% | +44.0% | -0.3% |
| All | -2.7% | +17.4% | -20.1% | -13.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling