-34.0%
KRMN vs PENG
+132.5%
-166.6%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.3% | -8.6% | -0.4% |
| 7D | +30.8% | +1.9% | +28.9% | +28.5% |
| 30D | +40.2% | -37.8% | +78.0% | +47.1% |
| 3M | -27.8% | -14.1% | -13.8% | -28.8% |
| 6M | -24.0% | +13.1% | -37.1% | -33.6% |
| YTD | -38.9% | +151.8% | -190.7% | -63.6% |
| All | -34.0% | +132.5% | -166.6% | -59.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling