-25.1%
KRMN vs GAP
+1.5%
-26.6%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.5% |
| 7D | -12.3% | -4.5% | -7.8% | -11.1% |
| 30D | -27.5% | +9.0% | -36.5% | -29.3% |
| 3M | -26.5% | +5.0% | -31.5% | -27.7% |
| 6M | -59.6% | -17.8% | -41.8% | -57.8% |
| YTD | -45.4% | -10.4% | -35.0% | -44.1% |
| 1Y | -25.1% | -3.4% | -21.7% | -26.4% |
| All | -25.1% | +1.5% | -26.6% | -26.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GAP.
Daily Out/Under-Performance
Portfolio return minus GAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GAP 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 GAP 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