-31.4%
GEHC vs KRMN
+17.6%
-49.0%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.6% | -3.1% | -0.8% |
| 7D | -7.2% | -11.8% | +4.6% | -5.8% |
| 30D | -11.6% | -43.0% | +31.5% | -5.8% |
| 3M | -0.8% | -28.8% | +28.0% | +2.2% |
| 6M | -11.9% | -66.3% | +54.4% | +0.2% |
| YTD | -21.9% | -51.8% | +29.8% | -18.0% |
| 1Y | -17.8% | -44.7% | +26.9% | -17.0% |
| All | -31.4% | +17.6% | -49.0% | -45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling