+9.7%
PPL vs KRMN
+46.4%
-36.6%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | +0.1% |
| 7D | 0.0% | +11.1% | -11.1% | 0.0% |
| 30D | +4.3% | +34.7% | -30.4% | +4.0% |
| 3M | +2.9% | -29.4% | +32.3% | +3.6% |
| 6M | +1.1% | -27.8% | +28.9% | +1.8% |
| YTD | +4.5% | -40.0% | +44.4% | +4.6% |
| 1Y | +0.1% | -39.3% | +39.4% | 0.0% |
| All | +9.7% | +46.4% | -36.6% | -3.8% |
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 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