+14.4%
KRMN vs PFG
+43.3%
-28.9%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.8% |
| 7D | -15.1% | -3.0% | -12.1% | -13.8% |
| 30D | -44.5% | +2.5% | -47.0% | -45.2% |
| 3M | -25.0% | +6.1% | -31.1% | -27.6% |
| 6M | -66.5% | +31.3% | -97.8% | -71.6% |
| YTD | -53.0% | +33.6% | -86.6% | -60.7% |
| 1Y | -44.7% | +48.5% | -93.3% | -56.9% |
| All | +14.4% | +43.3% | -28.9% | -7.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling