-30.1%
GEHC vs KRMN
+17.4%
-47.5%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -11.3% | +8.9% | -1.1% |
| 7D | -7.6% | -12.9% | +5.2% | -6.2% |
| 30D | -10.7% | -43.3% | +32.7% | -4.7% |
| 3M | -1.2% | -27.2% | +26.0% | +1.5% |
| 6M | -13.7% | -66.8% | +53.1% | -1.7% |
| YTD | -20.4% | -51.9% | +31.4% | -16.4% |
| 1Y | -17.0% | -43.7% | +26.6% | -16.5% |
| All | -30.1% | +17.4% | -47.5% | -43.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling