+17.0%
KDP vs PENG
+42.1%
-25.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +12.4% | -13.1% | -0.7% |
| 7D | +2.2% | -19.4% | +21.7% | +2.2% |
| 30D | +19.9% | -42.4% | +62.3% | +20.2% |
| 3M | +21.5% | -25.6% | +47.1% | +21.4% |
| 6M | +30.1% | +7.3% | +22.8% | +27.7% |
| YTD | +34.9% | +113.9% | -78.9% | +29.7% |
| 1Y | +43.4% | +93.6% | -50.2% | +38.1% |
| 3Y | +29.1% | +170.2% | -141.1% | +20.3% |
| All | +17.0% | +42.1% | -25.1% | +9.4% |
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