+32.1%
KRMN vs PENG
+149.9%
-117.8%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.5% |
| 7D | -3.4% | +7.8% | -11.2% | -5.1% |
| 30D | -31.8% | -12.2% | -19.6% | -30.1% |
| 3M | -20.0% | -20.6% | +0.6% | -19.3% |
| 6M | -60.5% | +180.9% | -241.5% | -75.4% |
| YTD | -45.8% | +162.3% | -208.0% | -65.9% |
| 1Y | -36.4% | +107.3% | -143.6% | -57.2% |
| All | +32.1% | +149.9% | -117.8% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling