+17.2%
KRMN vs FGI
+73.7%
-56.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +2.4% | -13.6% | -11.3% |
| 7D | -12.9% | +14.7% | -27.6% | -12.9% |
| 30D | -43.3% | +67.0% | -110.3% | -43.4% |
| 3M | -27.2% | +31.0% | -58.2% | -27.3% |
| 6M | -66.8% | +126.8% | -193.6% | -67.3% |
| YTD | -51.9% | +35.6% | -87.5% | -52.2% |
| 1Y | -43.7% | +108.9% | -152.6% | -44.2% |
| All | +17.2% | +73.7% | -56.5% | +19.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling