+41.1%
GILD vs KRMN
+17.6%
+23.5%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.6% | -3.3% | -0.8% |
| 7D | -4.8% | -11.8% | +6.9% | -4.6% |
| 30D | +5.8% | -43.0% | +48.8% | +7.0% |
| 3M | +14.9% | -28.8% | +43.8% | +15.6% |
| 6M | -0.4% | -66.3% | +66.0% | +0.6% |
| YTD | +18.5% | -51.8% | +70.3% | +18.8% |
| 1Y | +25.1% | -44.7% | +69.8% | +24.6% |
| All | +41.1% | +17.6% | +23.5% | +36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling