-59.7%
KRMN vs PFGC
+12.5%
-72.1%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.5% | +13.5% | -27.0% | -14.9% |
| 7D | -10.0% | +13.9% | -23.9% | -11.6% |
| 30D | +3.5% | +18.4% | -14.9% | +0.3% |
| 3M | -36.7% | -2.5% | -34.2% | -34.9% |
| 6M | -47.7% | +26.0% | -73.7% | -51.8% |
| YTD | -53.3% | +21.9% | -75.2% | -55.8% |
| 1Y | -59.7% | +13.4% | -73.0% | -62.5% |
| All | -59.7% | +12.5% | -72.1% | -62.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling