-50.3%
KVYO vs PENG
+118.0%
-168.4%
-73.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | -0.5% | -8.6% | -9.0% |
| 7D | -15.7% | +7.3% | -23.0% | -16.2% |
| 30D | -9.0% | -7.5% | -1.5% | -8.6% |
| 3M | +10.1% | -17.2% | +27.3% | +9.2% |
| 6M | -20.6% | +176.7% | -197.4% | -38.3% |
| YTD | -49.9% | +161.0% | -210.9% | -60.9% |
| 1Y | -49.4% | +108.8% | -158.2% | -59.1% |
| All | -50.3% | +118.0% | -168.4% | -63.6% |
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