-18.1%
KKR vs PENG
+132.5%
-150.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +10.3% | -11.1% | -1.5% |
| 7D | -1.3% | +1.9% | -3.1% | -1.6% |
| 30D | +9.3% | -37.8% | +47.1% | +13.4% |
| 3M | -9.8% | -14.1% | +4.3% | -9.9% |
| 6M | +1.0% | +13.1% | -12.1% | -9.6% |
| YTD | -21.1% | +151.8% | -172.9% | -44.9% |
| All | -18.1% | +132.5% | -150.6% | -41.7% |
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