-40.7%
GFS vs KRMN
-30.2%
-10.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.8% | +1.1% |
| 7D | +17.2% | +26.2% | -9.0% | +11.2% |
| 30D | -8.7% | +34.3% | -43.1% | -13.5% |
| 3M | -19.7% | -34.6% | +14.9% | -15.6% |
| 6M | -40.7% | -35.2% | -5.5% | -38.7% |
| All | -40.7% | -30.2% | -10.5% | -38.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling