+39.6%
PH vs KRMN
+32.3%
+7.3%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.6% |
| 7D | +0.4% | -3.4% | +3.8% | +0.9% |
| 30D | -10.8% | -31.8% | +21.0% | -6.4% |
| 3M | +8.5% | -20.0% | +28.5% | +10.9% |
| 6M | +3.9% | -60.5% | +64.4% | +15.7% |
| YTD | +9.4% | -45.8% | +55.2% | +13.4% |
| 1Y | +26.8% | -36.4% | +63.1% | +25.1% |
| All | +39.6% | +32.3% | +7.3% | +5.3% |
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