+34.8%
KRMN vs FGI
+89.2%
-54.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +6.2% | -15.6% | -9.4% |
| 7D | +26.2% | +13.5% | +12.7% | +26.1% |
| 30D | +34.3% | +17.1% | +17.2% | +34.2% |
| 3M | -34.6% | +78.0% | -112.6% | -34.7% |
| 6M | -35.2% | +46.4% | -81.6% | -35.3% |
| YTD | -44.6% | +47.7% | -92.4% | -45.1% |
| 1Y | -40.2% | +56.8% | -97.0% | -40.7% |
| All | +34.8% | +89.2% | -54.4% | +37.1% |
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