+33.0%
KRMN vs GGLL
+148.3%
-115.3%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | -0.6% |
| 7D | -12.3% | -4.8% | -7.5% | -10.9% |
| 30D | -27.5% | -13.7% | -13.8% | -24.4% |
| 3M | -26.5% | -21.9% | -4.6% | -21.9% |
| 6M | -59.6% | +11.7% | -71.2% | -61.8% |
| YTD | -45.4% | +2.3% | -47.6% | -47.2% |
| 1Y | -25.1% | +76.2% | -101.3% | -36.9% |
| All | +33.0% | +148.3% | -115.3% | -12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling