+36.5%
PH vs KRMN
+14.6%
+21.9%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.4% | +0.8% | -1.3% |
| 7D | -3.1% | -15.1% | +12.0% | -1.1% |
| 30D | -11.8% | -44.5% | +32.7% | -4.9% |
| 3M | +6.9% | -25.0% | +32.0% | +10.1% |
| 6M | -1.3% | -66.5% | +65.3% | +12.3% |
| YTD | +7.0% | -53.0% | +60.0% | +12.9% |
| 1Y | +23.1% | -44.7% | +67.8% | +23.6% |
| All | +36.5% | +14.6% | +21.9% | +4.8% |
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