-25.1%
KRMN vs GGLL
+80.0%
-105.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -12.3% | -4.8% | -7.5% | -10.8% |
| 30D | -27.5% | -13.7% | -13.8% | -24.0% |
| 3M | -26.5% | -21.9% | -4.6% | -20.9% |
| 6M | -59.6% | +11.7% | -71.2% | -62.8% |
| YTD | -45.4% | +2.3% | -47.6% | -48.1% |
| 1Y | -25.1% | +76.2% | -101.3% | -37.1% |
| All | -25.1% | +80.0% | -105.1% | -37.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL 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 GGLL 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