+560.9%
KR vs PFG
+999.6%
-438.7%
-55.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -1.4% | -1.0% | -2.2% |
| 7D | -1.3% | +6.0% | -7.3% | -2.1% |
| 30D | +1.5% | +2.2% | -0.7% | +1.2% |
| 3M | -8.5% | +10.4% | -18.9% | -9.9% |
| 6M | -21.9% | +27.8% | -49.7% | -24.7% |
| YTD | -6.9% | +33.6% | -40.5% | -11.0% |
| 1Y | -14.0% | +49.3% | -63.3% | -19.2% |
| 3Y | +30.3% | +69.7% | -39.4% | +18.8% |
| 5Y | +37.7% | +111.3% | -73.6% | +20.0% |
| 10Y | +125.2% | +240.3% | -115.1% | +73.6% |
| All | +560.9% | +999.6% | -438.7% | +252.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling