+52.7%
KRMN vs PENG
+122.6%
-69.9%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +9.3% | -8.6% | -1.6% |
| 7D | +17.3% | -3.8% | +21.1% | +17.5% |
| 30D | +40.8% | -40.1% | +80.9% | +53.1% |
| 3M | -21.2% | -21.8% | +0.6% | -19.9% |
| 6M | -24.6% | +3.3% | -27.9% | -33.6% |
| YTD | -37.3% | +133.6% | -170.9% | -60.9% |
| 1Y | -35.1% | +110.7% | -145.8% | -57.8% |
| All | +52.7% | +122.6% | -69.9% | -8.6% |
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