-11.0%
KR vs PEGA
-36.0%
+25.0%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.5% | +1.2% | +2.7% |
| 7D | -0.2% | -3.0% | +2.8% | -0.2% |
| 30D | +5.1% | +15.9% | -10.8% | +5.1% |
| 3M | -8.2% | +10.8% | -19.0% | -8.5% |
| 6M | -18.0% | -16.5% | -1.5% | -19.2% |
| YTD | -4.8% | -39.0% | +34.3% | -8.1% |
| 1Y | -11.0% | -37.3% | +26.2% | -13.9% |
| All | -11.0% | -36.0% | +25.0% | -13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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