+17.2%
KRMN vs PENG
+148.7%
-131.5%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -11.3% | -0.5% | -10.8% | -11.2% |
| 7D | -12.9% | +7.3% | -20.2% | -14.3% |
| 30D | -43.3% | -7.5% | -35.9% | -42.5% |
| 3M | -27.2% | -17.2% | -10.0% | -27.4% |
| 6M | -66.8% | +176.7% | -243.5% | -79.2% |
| YTD | -51.9% | +161.0% | -212.9% | -69.7% |
| 1Y | -43.7% | +108.8% | -152.5% | -62.3% |
| All | +17.2% | +148.7% | -131.5% | -29.1% |
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