+37.3%
GS vs KRMN
-44.1%
+81.5%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -11.3% | +10.5% | +1.0% |
| 7D | +2.4% | -12.9% | +15.3% | +4.6% |
| 30D | -0.1% | -43.3% | +43.3% | +9.2% |
| 3M | +0.2% | -27.2% | +27.4% | +4.3% |
| 6M | +24.8% | -66.8% | +91.6% | +45.1% |
| YTD | +18.8% | -51.9% | +70.6% | +26.5% |
| 1Y | +37.3% | -43.7% | +81.0% | +40.6% |
| All | +37.3% | -44.1% | +81.5% | +40.6% |
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