+7.5%
GFS vs KRMN
+14.6%
-7.1%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.3% |
| 7D | +3.2% | -15.1% | +18.3% | +5.0% |
| 30D | -9.6% | -44.5% | +34.9% | -3.5% |
| 3M | -38.5% | -25.0% | -13.5% | -36.7% |
| 6M | -1.3% | -66.5% | +65.2% | +9.6% |
| YTD | +31.8% | -53.0% | +84.8% | +36.8% |
| 1Y | +44.6% | -44.7% | +89.3% | +44.5% |
| All | +7.5% | +14.6% | -7.1% | -12.1% |
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