+15.8%
KDP vs PENG
+31.0%
-15.2%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -23.0% | +23.3% | +0.3% |
| 7D | +4.5% | -36.7% | +41.2% | +4.6% |
| 30D | +18.5% | -42.0% | +60.5% | +18.6% |
| 3M | +20.8% | -33.2% | +54.0% | +20.7% |
| 6M | +29.4% | +2.1% | +27.3% | +26.7% |
| YTD | +35.9% | +90.3% | -54.4% | +30.6% |
| 1Y | +42.5% | +67.7% | -25.2% | +37.3% |
| 3Y | +29.4% | +154.2% | -124.9% | +20.2% |
| 5Y | +15.8% | +28.3% | -12.5% | +8.2% |
| All | +15.8% | +31.0% | -15.2% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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