+40.4%
GLD vs KRMN
+53.0%
-12.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.2% | +1.8% |
| 7D | +4.9% | +17.3% | -12.4% | +3.5% |
| 30D | -1.3% | +40.8% | -42.2% | -4.5% |
| 3M | -4.8% | -21.2% | +16.4% | -2.8% |
| 6M | -12.5% | -24.6% | +12.1% | -11.1% |
| YTD | -4.2% | -37.3% | +33.0% | -0.5% |
| 1Y | +3.0% | -35.1% | +38.1% | +6.7% |
| All | +40.4% | +53.0% | -12.6% | +39.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling