+20.2%
PFE vs KRMN
+17.4%
+2.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -11.3% | +11.2% | +0.2% |
| 7D | -4.3% | -12.9% | +8.6% | -4.0% |
| 30D | +2.7% | -43.3% | +46.0% | +3.9% |
| 3M | +10.0% | -27.2% | +37.2% | +10.6% |
| 6M | +7.2% | -66.8% | +74.0% | +8.6% |
| YTD | +17.3% | -51.9% | +69.2% | +17.1% |
| 1Y | +20.3% | -43.7% | +64.0% | +18.9% |
| All | +20.2% | +17.4% | +2.8% | +11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling