+52.0%
KR vs PNC
+51.4%
+0.6%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.5% | +2.2% | +2.7% |
| 7D | -0.2% | -0.6% | +0.4% | -0.1% |
| 30D | +5.1% | -4.4% | +9.4% | +5.4% |
| 3M | -8.2% | +5.2% | -13.4% | -8.5% |
| 6M | -18.0% | +20.6% | -38.6% | -19.2% |
| YTD | -4.8% | +19.8% | -24.5% | -6.3% |
| 1Y | -11.0% | +24.4% | -35.5% | -12.9% |
| 3Y | +37.7% | +131.2% | -93.6% | +22.4% |
| All | +52.0% | +51.4% | +0.6% | +41.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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