+5.3%
PPL vs KRMN
+17.4%
-12.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -11.3% | +9.8% | -1.3% |
| 7D | 0.0% | -12.9% | +12.9% | +0.3% |
| 30D | -1.3% | -43.3% | +42.1% | -0.4% |
| 3M | -2.6% | -27.2% | +24.6% | -2.1% |
| 6M | -8.4% | -66.8% | +58.4% | -6.2% |
| YTD | +0.2% | -51.9% | +52.1% | +0.5% |
| 1Y | -0.2% | -43.7% | +43.4% | -1.3% |
| All | +5.3% | +17.4% | -12.1% | -7.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling