+41.0%
GSK vs KRMN
+17.6%
+23.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.3% |
| YTD | +0.7% | -51.8% | +52.5% | +1.9% |
| 1Y | +20.1% | -44.7% | +64.8% | +20.4% |
| All | +41.0% | +17.6% | +23.4% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling