-23.3%
PTC vs KRMN
+14.6%
-38.0%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | +0.1% |
| 7D | -14.2% | -15.1% | +0.9% | -12.9% |
| 30D | -14.4% | -44.5% | +30.0% | -9.8% |
| 3M | -4.7% | -25.0% | +20.3% | -2.8% |
| 6M | -19.3% | -66.5% | +47.2% | -9.8% |
| YTD | -26.1% | -53.0% | +26.9% | -23.8% |
| 1Y | -37.1% | -44.7% | +7.7% | -37.7% |
| All | -23.3% | +14.6% | -38.0% | -38.4% |
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