+13.4%
PG vs KR
+52.3%
-38.9%
-23.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.7% | -1.1% | +1.1% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +0.8% | +5.1% | -4.2% | -0.1% |
| 3M | -1.3% | -8.2% | +6.8% | 0.0% |
| 6M | -3.8% | -18.0% | +14.2% | -0.7% |
| YTD | +3.6% | -4.8% | +8.4% | +3.6% |
| 1Y | -5.7% | -11.0% | +5.3% | -4.6% |
| 3Y | +1.6% | +37.7% | -36.1% | -6.2% |
| All | +13.4% | +52.3% | -38.9% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KR.
Daily Out/Under-Performance
Portfolio return minus KR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KR 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 KR 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