-9.8%
GDDY vs KRMN
-62.2%
+52.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +1.2% |
| 7D | +13.4% | -23.0% | +36.5% | +12.3% |
| 30D | +22.3% | -3.6% | +26.0% | +21.7% |
| 3M | +30.9% | -41.8% | +72.7% | +27.5% |
| 6M | +37.3% | -49.0% | +86.3% | +34.5% |
| YTD | -3.2% | -56.1% | +53.0% | -6.1% |
| 1Y | -9.8% | -59.8% | +50.0% | -12.2% |
| All | -9.8% | -62.2% | +52.4% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling