+20.2%
PFE vs KRMN
+32.3%
-12.1%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.3% |
| 7D | -2.7% | -3.4% | +0.7% | -2.6% |
| 30D | +3.8% | -31.8% | +35.7% | +4.7% |
| 3M | +10.4% | -20.0% | +30.4% | +10.7% |
| 6M | +6.3% | -60.5% | +66.8% | +7.4% |
| YTD | +17.4% | -45.8% | +63.1% | +16.9% |
| 1Y | +21.1% | -36.4% | +57.5% | +19.5% |
| All | +20.2% | +32.3% | -12.1% | +11.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling