+486.3%
KKR vs PENG
+597.2%
-110.9%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +12.4% | -14.2% | -4.4% |
| 7D | +2.2% | -19.4% | +21.7% | +5.4% |
| 30D | +7.6% | -42.4% | +50.0% | +18.0% |
| 3M | -6.5% | -25.6% | +19.2% | -4.1% |
| 6M | -3.9% | +7.3% | -11.2% | -14.3% |
| YTD | -23.9% | +113.9% | -137.7% | -43.3% |
| 1Y | -18.5% | +93.6% | -112.1% | -38.1% |
| 3Y | +65.8% | +170.2% | -104.4% | +11.1% |
| 5Y | +25.3% | +44.2% | -18.9% | -9.7% |
| All | +486.3% | +597.2% | -110.9% | +240.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling