+130.3%
PL vs KRMN
+53.0%
+77.3%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.6% | +13.9% | +14.2% |
| 7D | +10.9% | +17.3% | -6.4% | +0.5% |
| 30D | -16.4% | +40.8% | -57.2% | -31.4% |
| 3M | -39.9% | -21.2% | -18.8% | -34.4% |
| 6M | -63.2% | -24.6% | -38.6% | -59.8% |
| YTD | -27.1% | -37.3% | +10.1% | -15.4% |
| 1Y | +12.2% | -35.1% | +47.2% | +27.9% |
| All | +130.3% | +53.0% | +77.3% | +49.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling