-2.8%
GFS vs KRMN
+35.5%
-38.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -2.8% |
| 7D | +7.4% | -10.9% | +18.2% | +9.0% |
| 30D | -15.3% | +34.9% | -50.2% | -19.0% |
| 3M | -21.1% | -32.8% | +11.7% | -18.6% |
| 6M | -44.5% | -39.6% | -4.9% | -42.7% |
| YTD | +19.2% | -44.4% | +63.7% | +19.9% |
| 1Y | +27.2% | -32.2% | +59.5% | +22.6% |
| All | -2.8% | +35.5% | -38.3% | -23.0% |
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