+32.7%
KO vs PENG
+118.5%
-85.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +6.4% | -7.3% | -0.5% |
| 7D | -1.8% | +4.5% | -6.3% | -1.5% |
| 30D | +1.4% | -7.1% | +8.5% | +1.1% |
| 3M | +15.4% | -27.3% | +42.6% | +14.8% |
| 6M | +14.3% | +169.6% | -155.3% | +15.1% |
| YTD | +27.7% | +164.6% | -137.0% | +28.7% |
| 1Y | +32.7% | +109.5% | -76.8% | +33.2% |
| All | +32.7% | +118.5% | -85.8% | +33.2% |
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