+6.3%
PCAR vs KRMN
+49.0%
-42.6%
-26.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.3% |
| 7D | +2.2% | +30.8% | -28.6% | +0.8% |
| 30D | +0.3% | +40.2% | -39.8% | -2.0% |
| 3M | -17.9% | -27.8% | +9.9% | -16.0% |
| 6M | -3.4% | -24.0% | +20.6% | -2.1% |
| YTD | -0.1% | -38.9% | +38.8% | +1.7% |
| 1Y | +13.4% | -35.6% | +49.0% | +14.8% |
| All | +6.3% | +49.0% | -42.6% | -1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling