+32.1%
KRMN vs PFG
+43.4%
-11.4%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.4% | +0.7% | 0.0% |
| 7D | -3.4% | +6.0% | -9.4% | -6.4% |
| 30D | -31.8% | +2.2% | -34.1% | -32.7% |
| 3M | -20.0% | +10.4% | -30.4% | -24.7% |
| 6M | -60.5% | +27.8% | -88.3% | -66.0% |
| YTD | -45.8% | +33.6% | -79.4% | -54.7% |
| 1Y | -36.4% | +49.3% | -85.7% | -50.5% |
| All | +32.1% | +43.4% | -11.4% | +6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling