-33.4%
GTLB vs KRMN
+17.6%
-51.0%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.6% | -3.2% | -0.9% |
| 7D | -5.7% | -11.8% | +6.1% | -4.7% |
| 30D | +15.1% | -43.0% | +58.2% | +21.2% |
| 3M | +65.5% | -28.8% | +94.3% | +69.7% |
| 6M | +102.9% | -66.3% | +169.2% | +131.6% |
| YTD | +25.2% | -51.8% | +77.0% | +30.8% |
| 1Y | -5.5% | -44.7% | +39.2% | -4.8% |
| All | -33.4% | +17.6% | -51.0% | -45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling