+17.2%
KRMN vs GGLL
+137.0%
-119.8%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -4.5% | -6.7% | -9.9% |
| 7D | -12.9% | -3.9% | -9.0% | -11.7% |
| 30D | -43.3% | -15.4% | -28.0% | -40.5% |
| 3M | -27.2% | -21.9% | -5.3% | -22.6% |
| 6M | -66.8% | +4.5% | -71.3% | -68.0% |
| YTD | -51.9% | -2.4% | -49.5% | -52.7% |
| 1Y | -43.7% | +57.8% | -101.5% | -51.1% |
| All | +17.2% | +137.0% | -119.8% | -21.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling