+24.8%
GLDM vs KRMN
-25.5%
+50.4%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.4% | -0.7% |
| 7D | -0.5% | -12.3% | +11.7% | +1.1% |
| 30D | +4.4% | -27.5% | +31.9% | +8.6% |
| 3M | -1.1% | -26.5% | +25.4% | +2.1% |
| 6M | -13.7% | -59.6% | +45.9% | -4.7% |
| YTD | +2.8% | -45.4% | +48.1% | +10.0% |
| 1Y | +24.8% | -25.1% | +50.0% | +29.6% |
| All | +24.8% | -25.5% | +50.4% | +29.6% |
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