+17.4%
KRMN vs GAP
-0.4%
+17.8%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +1.9% |
| 7D | -11.8% | -4.1% | -7.7% | -10.8% |
| 30D | -43.0% | +6.2% | -49.2% | -43.8% |
| 3M | -28.8% | -0.7% | -28.2% | -28.9% |
| 6M | -66.3% | -7.1% | -59.2% | -65.7% |
| YTD | -51.8% | -14.1% | -37.7% | -50.4% |
| 1Y | -44.7% | -8.5% | -36.2% | -44.0% |
| All | +17.4% | -0.4% | +17.8% | +13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling