+46.6%
GLD vs KRMN
+14.6%
+32.0%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.6% | -1.5% |
| 7D | -3.4% | -15.1% | +11.7% | -1.9% |
| 30D | -1.1% | -44.5% | +43.3% | +4.5% |
| 3M | +5.8% | -25.0% | +30.8% | +8.2% |
| 6M | -17.1% | -66.5% | +49.5% | -9.5% |
| YTD | 0.0% | -53.0% | +53.0% | +7.0% |
| 1Y | +18.2% | -44.7% | +63.0% | +25.6% |
| All | +46.6% | +14.6% | +32.0% | +50.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling