+49.0%
GD vs KRMN
+32.3%
+16.7%
-14.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.7% |
| 7D | -3.5% | -3.4% | -0.1% | -3.1% |
| 30D | -9.0% | -31.8% | +22.8% | -5.1% |
| 3M | +5.1% | -20.0% | +25.1% | +7.3% |
| 6M | -1.0% | -60.5% | +59.5% | +8.2% |
| YTD | +7.3% | -45.8% | +53.1% | +12.6% |
| 1Y | +12.4% | -36.4% | +48.8% | +15.8% |
| All | +49.0% | +32.3% | +16.7% | +38.6% |
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