+34.9%
PM vs KRMN
+17.6%
+17.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | +0.6% |
| 7D | +4.7% | -11.8% | +16.4% | +4.9% |
| 30D | +2.6% | -43.0% | +45.6% | +3.7% |
| 3M | +6.6% | -28.8% | +35.4% | +7.1% |
| 6M | +16.5% | -66.3% | +82.8% | +20.2% |
| YTD | +21.2% | -51.8% | +73.0% | +21.8% |
| 1Y | +17.9% | -44.7% | +62.6% | +16.1% |
| All | +34.9% | +17.6% | +17.3% | +19.1% |
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