+34.0%
KR vs PFG
+68.8%
-34.7%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.9% |
| 7D | -2.7% | -3.0% | +0.3% | -2.7% |
| 30D | +1.9% | +2.5% | -0.5% | +2.0% |
| 3M | -11.0% | +6.1% | -17.1% | -10.9% |
| 6M | -20.2% | +31.3% | -51.5% | -19.2% |
| YTD | -7.3% | +33.6% | -40.8% | -6.1% |
| 1Y | -13.1% | +48.5% | -61.6% | -11.9% |
| All | +34.0% | +68.8% | -34.7% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 3y: compounded portfolio wealth divided by compounded PFG 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…
3y analysis · Full analysis span regression · 6 months rolling