+19.7%
GS vs KRMN
-59.3%
+79.0%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -13.5% | +17.1% | +5.4% |
| 7D | +0.3% | -10.0% | +10.3% | +1.4% |
| 30D | +3.9% | +3.5% | +0.4% | +2.7% |
| 3M | -11.4% | -36.7% | +25.3% | -5.9% |
| 6M | +3.7% | -47.7% | +51.4% | +11.9% |
| YTD | +7.1% | -53.3% | +60.4% | +13.4% |
| 1Y | +19.7% | -59.7% | +79.3% | +31.5% |
| All | +19.7% | -59.3% | +79.0% | +31.5% |
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