-1.5%
WM vs KRMN
+33.3%
-34.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -1.2% |
| 7D | -0.3% | -12.3% | +12.0% | -0.3% |
| 30D | -2.4% | -27.5% | +25.1% | -2.3% |
| 3M | +0.4% | -26.5% | +26.9% | +0.7% |
| 6M | -9.5% | -59.6% | +50.1% | -8.2% |
| YTD | +0.5% | -45.4% | +45.9% | +0.9% |
| 1Y | -1.1% | -25.1% | +24.0% | -2.7% |
| All | -1.5% | +33.3% | -34.8% | -12.1% |
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 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