-0.6%
KMB vs PENG
+42.1%
-42.7%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +12.4% | -14.2% | -1.5% |
| 7D | +0.5% | -19.4% | +19.9% | +0.1% |
| 30D | +12.4% | -42.4% | +54.8% | +11.4% |
| 3M | +1.0% | -25.6% | +26.6% | +0.6% |
| 6M | +12.1% | +7.3% | +4.9% | +11.3% |
| YTD | +11.6% | +113.9% | -102.2% | +10.5% |
| 1Y | +13.1% | +93.6% | -80.5% | +11.9% |
| 3Y | +1.6% | +170.2% | -168.6% | -0.5% |
| All | -0.6% | +42.1% | -42.7% | -4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling