+52.0%
GD vs KRMN
+53.0%
-1.0%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +0.6% | +1.6% | +2.2% |
| 7D | -3.0% | +17.3% | -20.4% | -4.9% |
| 30D | +9.3% | +40.8% | -31.5% | +4.9% |
| 3M | -7.2% | -21.2% | +14.0% | -5.2% |
| 6M | +5.5% | -24.6% | +30.0% | +7.3% |
| YTD | +9.5% | -37.3% | +46.8% | +12.5% |
| 1Y | +6.4% | -35.1% | +41.5% | +8.7% |
| All | +52.0% | +53.0% | -1.0% | +38.5% |
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