+5.1%
GNRC vs KRMN
-25.5%
+30.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.7% | +2.5% |
| 7D | +1.9% | -12.3% | +14.2% | +3.2% |
| 30D | -13.8% | -27.5% | +13.6% | -11.2% |
| 3M | -32.6% | -26.5% | -6.1% | -31.1% |
| 6M | -15.2% | -59.6% | +44.4% | -9.3% |
| YTD | +37.4% | -45.4% | +82.7% | +36.2% |
| 1Y | +5.1% | -25.1% | +30.2% | +0.6% |
| All | +5.1% | -25.5% | +30.7% | +0.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling