+37.4%
GILD vs KRMN
-25.5%
+62.9%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | -0.1% |
| 7D | +3.7% | -12.3% | +15.9% | +4.0% |
| 30D | +14.6% | -27.5% | +42.1% | +15.4% |
| 3M | +17.7% | -26.5% | +44.2% | +18.1% |
| 6M | +3.1% | -59.6% | +62.7% | +3.7% |
| YTD | +24.5% | -45.4% | +69.9% | +23.4% |
| 1Y | +37.4% | -25.1% | +62.5% | +28.8% |
| All | +37.4% | -25.5% | +62.9% | +28.8% |
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