+542.5%
KKR vs PENG
+755.0%
-212.5%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.7% |
| 7D | -0.6% | +7.8% | -8.4% | -2.3% |
| 30D | +3.0% | -12.2% | +15.2% | +5.6% |
| 3M | +13.6% | -20.6% | +34.3% | +15.0% |
| 6M | +16.2% | +180.9% | -164.7% | -15.4% |
| YTD | -16.6% | +162.3% | -178.9% | -38.5% |
| 1Y | -23.2% | +107.3% | -130.5% | -40.7% |
| 3Y | +71.7% | +110.8% | -39.0% | +21.5% |
| 5Y | +74.8% | +117.8% | -43.0% | +19.7% |
| All | +542.5% | +755.0% | -212.5% | +270.0% |
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