+71.0%
PBR vs KRMN
+17.4%
+53.6%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.3% | +11.7% | +0.6% |
| 7D | +0.3% | -12.9% | +13.2% | +0.5% |
| 30D | +17.5% | -43.3% | +60.9% | +18.6% |
| 3M | +20.9% | -27.2% | +48.1% | +21.0% |
| 6M | +20.2% | -66.8% | +87.0% | +25.3% |
| YTD | +84.3% | -51.9% | +136.1% | +86.3% |
| 1Y | +77.1% | -43.7% | +120.8% | +75.0% |
| All | +71.0% | +17.4% | +53.6% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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