+136.1%
KR vs PENG
+751.0%
-614.9%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.3% |
| 7D | -3.1% | +7.3% | -10.3% | -3.0% |
| 30D | +0.6% | -7.5% | +8.1% | +0.6% |
| 3M | -9.8% | -17.2% | +7.4% | -9.8% |
| 6M | -22.1% | +176.7% | -198.9% | -22.5% |
| YTD | -8.1% | +161.0% | -169.2% | -8.6% |
| 1Y | -14.7% | +108.8% | -123.5% | -15.0% |
| 3Y | +28.6% | +109.8% | -81.2% | +27.1% |
| 5Y | +36.4% | +111.7% | -75.4% | +33.4% |
| All | +136.1% | +751.0% | -614.9% | +112.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling