-44.7%
KRMN vs PFGC
-10.1%
-34.6%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.4% | +3.0% | +2.7% |
| 7D | -11.8% | -4.8% | -7.0% | -10.4% |
| 30D | -43.0% | -12.5% | -30.5% | -40.8% |
| 3M | -28.8% | -9.7% | -19.1% | -27.4% |
| 6M | -66.3% | +7.0% | -73.4% | -67.8% |
| YTD | -51.8% | +4.5% | -56.3% | -52.5% |
| 1Y | -44.7% | -11.6% | -33.1% | -47.2% |
| All | -44.7% | -10.1% | -34.6% | -47.2% |
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