-23.2%
PTC vs KRMN
+17.4%
-40.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -11.3% | +8.0% | -2.2% |
| 7D | -13.6% | -12.9% | -0.7% | -12.5% |
| 30D | -14.7% | -43.3% | +28.7% | -10.2% |
| 3M | -5.9% | -27.2% | +21.3% | -3.7% |
| 6M | -21.1% | -66.8% | +45.7% | -11.6% |
| YTD | -26.0% | -51.9% | +25.9% | -23.9% |
| 1Y | -36.8% | -43.7% | +6.8% | -37.6% |
| All | -23.2% | +17.4% | -40.6% | -38.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling