+76.5%
PR vs KRMN
+17.4%
+59.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -11.3% | +11.1% | +0.3% |
| 7D | -0.8% | -12.9% | +12.0% | -0.3% |
| 30D | +11.3% | -43.3% | +54.6% | +13.8% |
| 3M | +24.1% | -27.2% | +51.3% | +25.0% |
| 6M | +25.4% | -66.8% | +92.2% | +34.4% |
| YTD | +71.2% | -51.9% | +123.1% | +72.8% |
| 1Y | +78.6% | -43.7% | +122.3% | +73.2% |
| All | +76.5% | +17.4% | +59.1% | +30.0% |
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 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