-19.7%
GME vs KRMN
+17.6%
-37.3%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.6% | +1.1% | +3.6% |
| 7D | +10.4% | -11.8% | +22.1% | +10.9% |
| 30D | +14.1% | -43.0% | +57.1% | +17.4% |
| 3M | -4.6% | -28.8% | +24.2% | -3.4% |
| 6M | -13.5% | -66.3% | +52.8% | -8.0% |
| YTD | +5.3% | -51.8% | +57.1% | +8.4% |
| 1Y | -14.9% | -44.7% | +29.8% | -13.2% |
| All | -19.7% | +17.6% | -37.3% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling