+19.1%
GLD vs KRMN
-43.1%
+62.2%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.6% | -2.0% | +0.3% |
| 7D | -2.0% | -11.8% | +9.8% | -0.5% |
| 30D | -1.5% | -43.0% | +41.5% | +5.8% |
| 3M | +3.2% | -28.8% | +32.1% | +7.1% |
| 6M | -16.3% | -66.3% | +50.1% | -4.9% |
| YTD | +0.6% | -51.8% | +52.4% | +9.5% |
| 1Y | +19.1% | -44.7% | +63.8% | +20.0% |
| All | +19.1% | -43.1% | +62.2% | +20.0% |
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