+49.2%
GLD vs KRMN
+17.4%
+31.8%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -11.3% | +12.2% | +2.0% |
| 7D | +0.1% | -12.9% | +13.0% | +1.4% |
| 30D | +0.2% | -43.3% | +43.5% | +5.7% |
| 3M | +3.2% | -27.2% | +30.4% | +5.9% |
| 6M | -14.6% | -66.8% | +52.2% | -6.8% |
| YTD | +1.8% | -51.9% | +53.6% | +8.6% |
| 1Y | +20.7% | -43.7% | +64.4% | +28.0% |
| All | +49.2% | +17.4% | +31.8% | +52.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling