+775.8%
KEYS vs PENG
+755.0%
+20.8%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.8% | +2.1% |
| 7D | +4.4% | +7.8% | -3.4% | +2.6% |
| 30D | -2.2% | -12.2% | +10.0% | +0.6% |
| 3M | +0.5% | -20.6% | +21.2% | +3.8% |
| 6M | +22.4% | +180.9% | -158.6% | -6.2% |
| YTD | +64.1% | +162.3% | -98.2% | +27.1% |
| 1Y | +97.0% | +107.3% | -10.3% | +59.4% |
| 3Y | +152.0% | +110.8% | +41.3% | +87.4% |
| 5Y | +83.7% | +117.8% | -34.1% | +31.2% |
| All | +775.8% | +755.0% | +20.8% | +401.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling