+20.1%
GSK vs KRMN
-43.1%
+63.2%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.6% | -2.6% | -0.1% |
| 7D | -3.5% | -11.8% | +8.2% | -3.0% |
| 30D | -3.4% | -43.0% | +39.6% | -1.2% |
| 3M | -8.1% | -28.8% | +20.7% | -7.0% |
| 6M | -11.1% | -66.3% | +55.2% | -9.0% |
| YTD | +0.7% | -51.8% | +52.5% | +0.6% |
| 1Y | +20.1% | -44.7% | +64.8% | +9.2% |
| All | +20.1% | -43.1% | +63.2% | +9.2% |
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