+65.7%
GS vs KRMN
+33.3%
+32.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.3% | +1.4% | +0.3% |
| 7D | +0.9% | -12.3% | +13.2% | +3.4% |
| 30D | -1.6% | -27.5% | +25.9% | +4.3% |
| 3M | -4.5% | -26.5% | +22.0% | +0.2% |
| 6M | +20.9% | -59.6% | +80.4% | +40.5% |
| YTD | +19.9% | -45.4% | +65.2% | +27.7% |
| 1Y | +41.4% | -25.1% | +66.5% | +36.8% |
| All | +65.7% | +33.3% | +32.4% | +20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling