+18.8%
PGR vs KRMN
-62.2%
+81.0%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.1% | +5.4% | -1.0% |
| 7D | +1.3% | -23.0% | +24.3% | -0.1% |
| 30D | +10.0% | -3.6% | +13.6% | +9.9% |
| 3M | +9.6% | -41.8% | +51.4% | +6.4% |
| 6M | +18.0% | -49.0% | +66.9% | +15.2% |
| YTD | +9.0% | -56.1% | +65.1% | +6.4% |
| 1Y | +18.8% | -59.8% | +78.6% | +15.2% |
| All | +18.8% | -62.2% | +81.0% | +15.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling