+17.2%
KRMN vs GPC
+16.6%
+0.6%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | +0.9% | -12.1% | -11.5% |
| 7D | -12.9% | -0.6% | -12.2% | -12.8% |
| 30D | -43.3% | +1.3% | -44.6% | -43.6% |
| 3M | -27.2% | +37.1% | -64.3% | -33.0% |
| 6M | -66.8% | +23.2% | -90.0% | -69.0% |
| YTD | -51.9% | +13.1% | -64.9% | -55.5% |
| 1Y | -43.7% | +0.9% | -44.5% | -46.5% |
| All | +17.2% | +16.6% | +0.6% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 3y: compounded portfolio wealth divided by compounded GPC 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…
3y analysis · Full analysis span regression · 6 months rolling