+3.9%
PSA vs KRMN
+17.4%
-13.5%
-16.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -11.3% | +8.9% | -1.7% |
| 7D | -2.2% | -12.9% | +10.6% | -1.5% |
| 30D | -9.6% | -43.3% | +33.8% | -6.9% |
| 3M | -7.9% | -27.2% | +19.3% | -6.7% |
| 6M | -2.0% | -66.8% | +64.8% | +3.8% |
| YTD | +15.7% | -51.9% | +67.6% | +19.1% |
| 1Y | +5.8% | -43.7% | +49.4% | +7.2% |
| All | +3.9% | +17.4% | -13.5% | -4.6% |
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