+30.9%
PNC vs KRMN
+14.6%
+16.3%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.4% | +3.3% | +1.1% |
| 7D | -0.9% | -15.1% | +14.2% | +0.4% |
| 30D | -4.4% | -44.5% | +40.1% | +0.3% |
| 3M | +5.3% | -25.0% | +30.3% | +7.3% |
| 6M | +19.6% | -66.5% | +86.1% | +30.2% |
| YTD | +19.1% | -53.0% | +72.1% | +23.5% |
| 1Y | +24.3% | -44.7% | +69.0% | +25.3% |
| All | +30.9% | +14.6% | +16.3% | +10.0% |
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