+231.2%
GLW vs KRMN
+17.4%
+213.8%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -11.3% | +12.8% | +3.8% |
| 7D | +16.9% | -12.9% | +29.7% | +19.9% |
| 30D | +7.0% | -43.3% | +50.3% | +20.0% |
| 3M | -3.0% | -27.2% | +24.2% | +2.2% |
| 6M | +31.0% | -66.8% | +97.8% | +61.5% |
| YTD | +93.4% | -51.9% | +145.3% | +115.6% |
| 1Y | +134.7% | -43.7% | +178.4% | +149.1% |
| All | +231.2% | +17.4% | +213.8% | +170.0% |
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