+32.1%
KRMN vs PEGA
-27.8%
+59.9%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | 0.0% |
| 7D | -3.4% | -2.4% | -1.0% | -3.0% |
| 30D | -31.8% | +9.6% | -41.5% | -33.2% |
| 3M | -20.0% | +2.3% | -22.4% | -20.9% |
| 6M | -60.5% | -23.9% | -36.6% | -57.9% |
| YTD | -45.8% | -39.8% | -6.0% | -39.0% |
| 1Y | -36.4% | -37.4% | +1.1% | -29.3% |
| All | +32.1% | -27.8% | +59.9% | +37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling