+41.7%
PM vs KRMN
+35.5%
+6.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.2% |
| 7D | +0.5% | -10.9% | +11.4% | +0.6% |
| 30D | -3.2% | +34.9% | -38.1% | -3.5% |
| 3M | +6.2% | -32.8% | +39.0% | +7.3% |
| 6M | +7.7% | -39.6% | +47.2% | +9.3% |
| YTD | +27.3% | -44.4% | +71.7% | +27.8% |
| 1Y | +32.8% | -32.2% | +65.0% | +31.2% |
| All | +41.7% | +35.5% | +6.1% | +25.1% |
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 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