-33.0%
GTLB vs KRMN
+14.6%
-47.6%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.3% |
| 7D | -4.1% | -15.1% | +11.1% | -2.7% |
| 30D | +12.3% | -44.5% | +56.8% | +18.5% |
| 3M | +65.9% | -25.0% | +90.9% | +69.0% |
| 6M | +104.0% | -66.5% | +170.5% | +132.4% |
| YTD | +26.0% | -53.0% | +79.0% | +31.9% |
| 1Y | -3.5% | -44.7% | +41.2% | -3.1% |
| All | -33.0% | +14.6% | -47.6% | -45.2% |
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 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