+17.4%
KRMN vs PFG
+44.8%
-27.4%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.5% | +2.0% |
| 7D | -11.8% | -0.4% | -11.3% | -11.5% |
| 30D | -43.0% | +2.9% | -45.9% | -43.9% |
| 3M | -28.8% | +6.7% | -35.6% | -31.5% |
| 6M | -66.3% | +33.8% | -100.1% | -71.7% |
| YTD | -51.8% | +35.0% | -86.7% | -59.9% |
| 1Y | -44.7% | +46.4% | -91.1% | -56.3% |
| All | +17.4% | +44.8% | -27.4% | -5.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling