+32.2%
GLDM vs KRMN
+35.5%
-3.4%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | +0.1% |
| 7D | -4.6% | -10.9% | +6.2% | -3.9% |
| 30D | -5.5% | +34.9% | -40.4% | -8.4% |
| 3M | -10.9% | -32.8% | +21.9% | -8.0% |
| 6M | -17.3% | -39.6% | +22.2% | -14.6% |
| YTD | -10.2% | -44.4% | +34.3% | -5.9% |
| 1Y | -6.9% | -32.2% | +25.3% | -3.4% |
| All | +32.2% | +35.5% | -3.4% | +33.3% |
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 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