+31.1%
PM vs KRMN
+17.4%
+13.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -11.3% | +11.8% | +0.8% |
| 7D | -1.2% | -12.9% | +11.7% | -0.9% |
| 30D | -0.2% | -43.3% | +43.2% | +1.0% |
| 3M | +4.9% | -27.2% | +32.1% | +5.3% |
| 6M | +9.0% | -66.8% | +75.8% | +12.6% |
| YTD | +17.8% | -51.9% | +69.6% | +18.4% |
| 1Y | +16.8% | -43.7% | +60.5% | +14.7% |
| All | +31.1% | +17.4% | +13.7% | +15.8% |
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