-50.1%
KVYO vs PENG
+118.4%
-168.5%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.2% | -3.8% | +1.0% |
| 7D | -12.1% | -1.2% | -10.9% | -12.0% |
| 30D | -5.2% | -12.9% | +7.7% | -4.3% |
| 3M | +14.5% | -20.5% | +35.0% | +14.4% |
| 6M | -17.6% | +176.8% | -194.5% | -35.9% |
| YTD | -49.6% | +161.6% | -211.2% | -60.7% |
| 1Y | -48.6% | +95.6% | -144.2% | -57.8% |
| All | -50.1% | +118.4% | -168.5% | -63.4% |
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