+5.5%
GFS vs KRMN
+32.3%
-26.8%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.2% |
| 7D | +2.6% | -3.4% | +6.0% | +3.0% |
| 30D | -16.4% | -31.8% | +15.4% | -12.7% |
| 3M | -41.6% | -20.0% | -21.5% | -40.3% |
| 6M | -3.7% | -60.5% | +56.8% | +5.2% |
| YTD | +29.3% | -45.8% | +75.1% | +32.3% |
| 1Y | +37.1% | -36.4% | +73.5% | +35.1% |
| All | +5.5% | +32.3% | -26.8% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling