+30.4%
PM vs KRMN
+32.3%
-1.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.7% | +1.9% | +1.2% |
| 7D | -1.3% | -3.4% | +2.1% | -1.2% |
| 30D | -2.6% | -31.8% | +29.3% | -1.8% |
| 3M | +5.8% | -20.0% | +25.8% | +6.1% |
| 6M | +10.6% | -60.5% | +71.1% | +13.6% |
| YTD | +17.2% | -45.8% | +62.9% | +17.5% |
| 1Y | +17.6% | -36.4% | +54.0% | +15.3% |
| All | +30.4% | +32.3% | -1.9% | +14.9% |
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