+62.7%
GS vs KRMN
+14.6%
+48.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.4% |
| 7D | -1.7% | -15.1% | +13.4% | +1.2% |
| 30D | -0.9% | -44.5% | +43.5% | +10.4% |
| 3M | +2.3% | -25.0% | +27.4% | +6.8% |
| 6M | +23.4% | -66.5% | +90.0% | +48.7% |
| YTD | +17.7% | -53.0% | +70.7% | +28.8% |
| 1Y | +35.1% | -44.7% | +79.8% | +40.3% |
| All | +62.7% | +14.6% | +48.1% | +22.0% |
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