+74.6%
PR vs KRMN
+33.3%
+41.3%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.3% | -1.5% |
| 7D | +2.9% | -12.3% | +15.2% | +3.4% |
| 30D | +18.0% | -27.5% | +45.5% | +19.5% |
| 3M | +16.9% | -26.5% | +43.4% | +18.2% |
| 6M | +28.2% | -59.6% | +87.8% | +35.7% |
| YTD | +69.3% | -45.4% | +114.7% | +70.1% |
| 1Y | +69.5% | -25.1% | +94.6% | +57.7% |
| All | +74.6% | +33.3% | +41.3% | +27.9% |
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