+226.3%
GLW vs KRMN
+32.3%
+194.0%
-51.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | -0.7% | +8.3% | +7.7% |
| 7D | +14.0% | -3.4% | +17.4% | +14.8% |
| 30D | +0.4% | -31.8% | +32.2% | +8.5% |
| 3M | -11.3% | -20.0% | +8.7% | -8.1% |
| 6M | +35.1% | -60.5% | +95.6% | +61.2% |
| YTD | +90.5% | -45.8% | +136.3% | +107.8% |
| 1Y | +132.0% | -36.4% | +168.4% | +140.7% |
| All | +226.3% | +32.3% | +194.0% | +160.2% |
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