+46.2%
GS vs KRMN
+35.5%
+10.7%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.3% |
| 7D | +5.9% | -10.9% | +16.7% | +7.5% |
| 30D | +4.3% | +34.9% | -30.6% | -2.2% |
| 3M | -11.7% | -32.8% | +21.1% | -6.2% |
| 6M | -3.2% | -39.6% | +36.4% | +3.5% |
| YTD | +5.8% | -44.4% | +50.2% | +10.9% |
| 1Y | +16.0% | -32.2% | +48.2% | +15.3% |
| All | +46.2% | +35.5% | +10.7% | +4.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling