+52.6%
GD vs KRMN
+35.5%
+17.1%
-17.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | +2.7% | -10.9% | +13.5% | +3.7% |
| 30D | +8.6% | +34.9% | -26.3% | +4.5% |
| 3M | -7.1% | -32.8% | +25.7% | -3.6% |
| 6M | +7.5% | -39.6% | +47.0% | +11.8% |
| YTD | +9.9% | -44.4% | +54.3% | +14.1% |
| 1Y | +7.6% | -32.2% | +39.8% | +9.5% |
| All | +52.6% | +35.5% | +17.1% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling