-23.8%
PCG vs KRMN
-56.7%
+32.8%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.3% | +3.8% | +2.5% |
| 7D | -13.9% | -12.3% | -1.6% | -13.2% |
| 30D | -16.9% | -27.5% | +10.6% | -16.5% |
| 3M | -14.7% | -26.5% | +11.8% | -14.0% |
| 6M | -23.8% | -59.6% | +35.7% | -21.2% |
| All | -23.8% | -56.7% | +32.8% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 6mo: compounded portfolio wealth divided by compounded KRMN 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…
6mo analysis · Full analysis span regression · 6 months rolling