+33.0%
KRMN vs PENG
+152.1%
-119.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.4% | -7.8% | -2.7% |
| 7D | -12.3% | +4.5% | -16.8% | -13.2% |
| 30D | -27.5% | -7.1% | -20.4% | -26.5% |
| 3M | -26.5% | -27.3% | +0.8% | -24.0% |
| 6M | -59.6% | +169.6% | -229.2% | -74.4% |
| YTD | -45.4% | +164.6% | -210.0% | -65.7% |
| 1Y | -25.1% | +109.5% | -134.6% | -49.7% |
| All | +33.0% | +152.1% | -119.1% | -19.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling