-8.3%
PEG vs KRMN
+17.4%
-25.7%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.3% | +9.9% | -0.8% |
| 7D | -0.1% | -12.9% | +12.8% | +0.5% |
| 30D | -1.7% | -43.3% | +41.6% | +0.6% |
| 3M | -6.8% | -27.2% | +20.4% | -5.8% |
| 6M | -11.4% | -66.8% | +55.4% | -6.7% |
| YTD | -7.2% | -51.9% | +44.6% | -5.8% |
| 1Y | -6.1% | -43.7% | +37.5% | -7.1% |
| All | -8.3% | +17.4% | -25.7% | -23.7% |
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