+133.4%
KR vs PGR
+825.1%
-691.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.5% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | +5.1% | +4.9% | +0.1% | +3.8% |
| 3M | -8.2% | +7.6% | -15.8% | -9.8% |
| 6M | -18.0% | +8.3% | -26.2% | -19.6% |
| YTD | -4.8% | +1.7% | -6.5% | -5.5% |
| 1Y | -11.0% | -6.8% | -4.2% | -10.0% |
| 3Y | +37.7% | +73.4% | -35.8% | +20.4% |
| 5Y | +52.8% | +161.2% | -108.4% | +19.6% |
| All | +133.4% | +825.1% | -691.7% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 10y: compounded portfolio wealth divided by compounded PGR 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…
10y analysis · Full analysis span regression · 6 months rolling