-8.1%
GLD vs KRMN
-41.7%
+33.6%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -9.4% | +6.6% | -2.1% |
| 7D | -5.5% | +26.2% | -31.7% | -7.7% |
| 30D | -7.0% | +34.3% | -41.3% | -10.5% |
| 3M | -12.4% | -34.6% | +22.2% | -7.9% |
| 6M | -18.0% | -35.2% | +17.2% | -14.7% |
| YTD | -10.5% | -44.6% | +34.2% | -4.1% |
| 1Y | -8.1% | -40.2% | +32.2% | -2.3% |
| All | -8.1% | -41.7% | +33.6% | -2.3% |
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