+227.1%
GLW vs KRMN
+17.6%
+209.5%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.6% | -0.6% | +1.5% |
| 7D | +7.8% | -11.8% | +19.6% | +10.4% |
| 30D | -0.4% | -43.0% | +42.6% | +11.6% |
| 3M | -5.6% | -28.8% | +23.3% | 0.0% |
| 6M | +26.7% | -66.3% | +93.1% | +55.9% |
| YTD | +91.0% | -51.8% | +142.8% | +113.0% |
| 1Y | +122.4% | -44.7% | +167.1% | +137.1% |
| All | +227.1% | +17.6% | +209.5% | +166.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling