+38.1%
GS vs KRMN
+52.0%
-13.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +42.1% | -42.5% | -6.4% |
| 7D | -3.2% | +14.2% | -17.4% | -5.8% |
| 30D | -2.4% | +45.3% | -47.7% | -9.3% |
| 3M | -15.7% | -17.3% | +1.5% | -13.6% |
| 6M | -6.8% | -27.8% | +21.1% | -3.2% |
| YTD | -0.1% | -37.7% | +37.6% | +3.1% |
| 1Y | +12.1% | -39.2% | +51.3% | +15.5% |
| All | +38.1% | +52.0% | -13.9% | -2.4% |
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