-37.1%
PTC vs KRMN
-45.6%
+8.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.2% | 0.0% |
| 7D | -14.2% | -15.1% | +0.9% | -13.7% |
| 30D | -14.4% | -44.5% | +30.0% | -12.9% |
| 3M | -4.7% | -25.0% | +20.3% | -4.0% |
| 6M | -19.3% | -66.5% | +47.2% | -14.9% |
| YTD | -26.1% | -53.0% | +26.9% | -27.0% |
| 1Y | -37.1% | -44.7% | +7.7% | -39.1% |
| All | -37.1% | -45.6% | +8.5% | -39.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling