+187.0%
KR vs PENG
+644.0%
-457.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +0.8% |
| 7D | +2.7% | -16.1% | +18.8% | +2.5% |
| 30D | +11.3% | -41.5% | +52.8% | +10.8% |
| 3M | +22.3% | -19.1% | +41.4% | +22.2% |
| 6M | +5.8% | +0.9% | +4.9% | +5.6% |
| YTD | +11.7% | +128.2% | -116.5% | +11.1% |
| 1Y | +8.9% | +98.6% | -89.7% | +8.3% |
| 3Y | +67.1% | +188.2% | -121.1% | +63.9% |
| 5Y | +80.0% | +55.5% | +24.5% | +76.9% |
| All | +187.0% | +644.0% | -457.0% | +157.5% |
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