+77.3%
KRE vs PENG
+755.0%
-677.7%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.9% | -0.4% | -1.1% |
| 7D | +2.3% | +7.8% | -5.5% | +1.0% |
| 30D | -2.5% | -12.2% | +9.7% | -0.6% |
| 3M | +6.2% | -20.6% | +26.9% | +7.2% |
| 6M | +15.8% | +180.9% | -165.1% | -10.5% |
| YTD | +16.0% | +162.3% | -146.3% | -9.6% |
| 1Y | +16.2% | +107.3% | -91.1% | -6.0% |
| 3Y | +86.4% | +110.8% | -24.4% | +38.6% |
| 5Y | +33.0% | +117.8% | -84.9% | -5.6% |
| All | +77.3% | +755.0% | -677.7% | +9.5% |
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