+2.6%
PEP vs KRMN
+32.3%
-29.7%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.6% |
| 7D | +0.1% | -3.4% | +3.5% | +0.1% |
| 30D | +0.7% | -31.8% | +32.5% | +0.5% |
| 3M | -0.5% | -20.0% | +19.5% | -0.6% |
| 6M | -11.3% | -60.5% | +49.2% | -11.6% |
| YTD | -0.6% | -45.8% | +45.2% | -0.8% |
| 1Y | +1.7% | -36.4% | +38.0% | +1.1% |
| All | +2.6% | +32.3% | -29.7% | -0.6% |
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