+14.4%
KRMN vs PEGA
-28.0%
+42.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +2.0% | -4.3% | -2.7% |
| 7D | -15.1% | -5.3% | -9.8% | -14.3% |
| 30D | -44.5% | +8.3% | -52.8% | -45.5% |
| 3M | -25.0% | +8.9% | -34.0% | -26.9% |
| 6M | -66.5% | -19.7% | -46.8% | -64.9% |
| YTD | -53.0% | -39.9% | -13.1% | -47.1% |
| 1Y | -44.7% | -36.4% | -8.3% | -38.9% |
| All | +14.4% | -28.0% | +42.4% | +19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling