-59.7%
KRMN vs FGI
+38.7%
-98.3%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | -5.0% | -8.5% | -13.5% |
| 7D | -10.0% | +3.3% | -13.4% | -10.0% |
| 30D | +3.5% | -2.0% | +5.5% | +3.5% |
| 3M | -36.7% | +60.3% | -97.0% | -36.7% |
| 6M | -47.7% | +0.7% | -48.4% | -47.8% |
| YTD | -53.3% | +30.2% | -83.5% | -53.9% |
| 1Y | -59.7% | +44.4% | -104.0% | -63.4% |
| All | -59.7% | +38.7% | -98.3% | -63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 FGI 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