+19.5%
PLD vs KRMN
+33.3%
-13.8%
-27.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.7% |
| 7D | -2.4% | -12.3% | +9.9% | -1.8% |
| 30D | -2.4% | -27.5% | +25.0% | -1.1% |
| 3M | -3.8% | -26.5% | +22.7% | -2.7% |
| 6M | 0.0% | -59.6% | +59.6% | +4.5% |
| YTD | +9.2% | -45.4% | +54.6% | +9.9% |
| 1Y | +25.9% | -25.1% | +51.0% | +20.4% |
| All | +19.5% | +33.3% | -13.8% | -3.2% |
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