+71.3%
PR vs KRMN
+35.0%
+36.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -9.4% | +11.4% | +2.5% |
| 7D | +6.7% | +26.2% | -19.5% | +5.0% |
| 30D | -6.1% | +34.3% | -40.5% | -7.7% |
| 3M | +6.9% | -34.6% | +41.4% | +8.1% |
| 6M | +14.6% | -35.2% | +49.8% | +16.2% |
| YTD | +66.1% | -44.6% | +110.8% | +65.9% |
| 1Y | +77.0% | -40.2% | +117.2% | +74.0% |
| All | +71.3% | +35.0% | +36.3% | +24.8% |
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 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