+52.0%
KR vs PEG
+36.3%
+15.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.1% | +2.8% | +2.7% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +5.1% | -3.7% | +8.8% | +6.0% |
| 3M | -8.2% | -7.3% | -0.9% | -6.5% |
| 6M | -18.0% | -10.5% | -7.5% | -16.0% |
| YTD | -4.8% | -7.5% | +2.7% | -3.3% |
| 1Y | -11.0% | -8.7% | -2.3% | -9.4% |
| 3Y | +37.7% | +31.4% | +6.3% | +22.5% |
| All | +52.0% | +36.3% | +15.7% | +33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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