-21.0%
KKR vs PENG
+118.5%
-139.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.4% | -8.3% | -2.5% |
| 7D | -0.9% | +4.5% | -5.4% | -1.4% |
| 30D | +2.2% | -7.1% | +9.3% | +2.8% |
| 3M | +13.1% | -27.3% | +40.3% | +15.0% |
| 6M | +15.3% | +169.6% | -154.3% | -14.1% |
| YTD | -15.0% | +164.6% | -179.6% | -36.6% |
| 1Y | -21.0% | +109.5% | -130.5% | -42.7% |
| All | -21.0% | +118.5% | -139.5% | -42.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling