-35.6%
KRMN vs GGLL
-15.6%
-20.0%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.3% | -2.5% | +0.8% |
| 7D | +30.8% | +2.9% | +27.9% | +30.0% |
| 30D | +40.2% | -33.1% | +73.3% | +53.4% |
| 3M | -27.8% | -31.2% | +3.3% | -22.1% |
| 6M | -24.0% | -49.4% | +25.3% | -8.4% |
| YTD | -38.9% | -26.8% | -12.1% | -39.1% |
| 1Y | -35.6% | -17.7% | -17.9% | -40.3% |
| All | -35.6% | -15.6% | -20.0% | -40.3% |
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