+33.0%
KRMN vs FGI
+66.5%
-33.5%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +7.5% | -8.9% | -1.3% |
| 7D | -12.3% | +0.5% | -12.8% | -12.3% |
| 30D | -27.5% | +65.4% | -92.9% | -27.6% |
| 3M | -26.5% | +23.5% | -50.0% | -26.6% |
| 6M | -59.6% | +60.5% | -120.1% | -60.0% |
| YTD | -45.4% | +30.0% | -75.4% | -45.8% |
| 1Y | -25.1% | +82.1% | -107.2% | -25.9% |
| All | +33.0% | +66.5% | -33.5% | +35.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling