+25.2%
GFS vs KRMN
-41.7%
+66.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.8% | +0.6% |
| 7D | +17.2% | +26.2% | -9.0% | +13.3% |
| 30D | -8.7% | +34.3% | -43.1% | -11.8% |
| 3M | -19.7% | -34.6% | +14.9% | -18.2% |
| 6M | -40.7% | -35.2% | -5.5% | -40.3% |
| YTD | +22.5% | -44.6% | +67.2% | +18.8% |
| 1Y | +25.2% | -40.2% | +65.4% | +18.2% |
| All | +25.2% | -41.7% | +66.9% | +18.2% |
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