+32.1%
KRMN vs FGI
+69.7%
-37.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.9% | -2.6% | -0.7% |
| 7D | -3.4% | +5.2% | -8.6% | -3.4% |
| 30D | -31.8% | +65.2% | -97.0% | -31.9% |
| 3M | -20.0% | +30.2% | -50.2% | -20.1% |
| 6M | -60.5% | +87.8% | -148.3% | -61.1% |
| YTD | -45.8% | +32.5% | -78.2% | -46.2% |
| 1Y | -36.4% | +93.6% | -129.9% | -37.0% |
| All | +32.1% | +69.7% | -37.6% | +34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling