+128.5%
KEY vs PENG
+222.1%
-93.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.3% | -9.9% | -0.7% |
| 7D | -0.5% | +1.9% | -2.4% | -1.2% |
| 30D | +6.7% | -37.8% | +44.5% | +11.8% |
| 3M | -4.6% | -14.1% | +9.5% | -4.7% |
| 6M | +2.6% | +13.1% | -10.5% | -6.3% |
| YTD | +7.0% | +151.8% | -144.8% | -18.2% |
| 1Y | +23.5% | +136.0% | -112.5% | -4.5% |
| All | +128.5% | +222.1% | -93.6% | +30.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling