+42.4%
GSK vs KRMN
+17.4%
+25.0%
-18.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -11.3% | +11.4% | +0.7% |
| 7D | -3.6% | -12.9% | +9.3% | -3.0% |
| 30D | -5.9% | -43.3% | +37.4% | -3.7% |
| 3M | -4.3% | -27.2% | +22.9% | -3.2% |
| 6M | -10.8% | -66.8% | +56.0% | -7.9% |
| YTD | +1.8% | -51.9% | +53.7% | +3.0% |
| 1Y | +23.5% | -43.7% | +67.1% | +23.6% |
| All | +42.4% | +17.4% | +25.0% | +36.4% |
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