+17.4%
KRMN vs GFI
+146.8%
-129.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GFI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.3% | +3.9% | +3.0% |
| 7D | -11.8% | -4.9% | -6.9% | -10.5% |
| 30D | -43.0% | +10.7% | -53.7% | -45.0% |
| 3M | -28.8% | +25.6% | -54.5% | -34.0% |
| 6M | -66.3% | -8.3% | -58.1% | -66.6% |
| YTD | -51.8% | +6.3% | -58.1% | -53.6% |
| 1Y | -44.7% | +22.1% | -66.8% | -48.0% |
| All | +17.4% | +146.8% | -129.4% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GFI.
Daily Out/Under-Performance
Portfolio return minus GFI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GFI 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 GFI 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