-40.7%
PNR vs KRMN
+17.6%
-58.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -0.5% |
| 7D | -6.0% | -11.8% | +5.7% | -5.1% |
| 30D | -14.0% | -43.0% | +29.0% | -9.9% |
| 3M | -21.7% | -28.8% | +7.1% | -19.9% |
| 6M | -37.3% | -66.3% | +29.1% | -31.0% |
| YTD | -45.1% | -51.8% | +6.7% | -43.8% |
| 1Y | -49.1% | -44.7% | -4.4% | -49.8% |
| All | -40.7% | +17.6% | -58.3% | -53.2% |
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