+3.5%
KMB vs PENG
+153.0%
-149.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -23.0% | +24.6% | +0.5% |
| 7D | +0.4% | -36.7% | +37.1% | -1.3% |
| 30D | +14.1% | -42.0% | +56.2% | +12.1% |
| 3M | -0.5% | -33.2% | +32.7% | -1.7% |
| 6M | +16.6% | +2.1% | +14.5% | +15.3% |
| YTD | +13.7% | +90.3% | -76.6% | +13.1% |
| 1Y | +16.1% | +67.7% | -51.6% | +15.2% |
| All | +3.5% | +153.0% | -149.5% | +1.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling