-50.8%
KVYO vs PENG
+107.6%
-158.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.8% | +3.9% | -0.5% |
| 7D | -18.4% | 0.0% | -18.3% | -18.4% |
| 30D | -12.1% | -15.2% | +3.0% | -11.2% |
| 3M | +11.2% | -16.9% | +28.1% | +9.8% |
| 6M | -19.8% | +161.5% | -181.3% | -37.3% |
| YTD | -50.3% | +148.6% | -198.9% | -61.1% |
| 1Y | -48.3% | +89.6% | -137.9% | -57.5% |
| All | -50.8% | +107.6% | -158.4% | -63.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling