+5.7%
GFS vs KRMN
+33.3%
-27.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.3% | +2.9% | +1.7% |
| 7D | +1.0% | -12.3% | +13.3% | +2.5% |
| 30D | -8.6% | -27.5% | +18.9% | -5.2% |
| 3M | -46.5% | -26.5% | -20.1% | -44.9% |
| 6M | -4.8% | -59.6% | +54.7% | +3.6% |
| YTD | +29.7% | -45.4% | +75.0% | +32.5% |
| 1Y | +35.8% | -25.1% | +60.9% | +29.8% |
| All | +5.7% | +33.3% | -27.5% | -14.9% |
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