+124.7%
PENG vs KIM
+33.1%
+91.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +3.6% | -12.7% | -5.7% |
| 7D | -20.5% | +10.6% | -31.1% | -12.7% |
| 30D | -20.4% | +17.5% | -37.8% | -8.1% |
| 3M | -16.4% | +4.7% | -21.1% | -10.7% |
| 6M | +49.2% | +13.1% | +36.1% | +61.0% |
| YTD | +147.2% | +32.1% | +115.1% | +164.0% |
| 1Y | +124.7% | +32.7% | +92.0% | +140.8% |
| All | +124.7% | +33.1% | +91.6% | +140.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 1y: compounded portfolio wealth divided by compounded KIM 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…
1y analysis · Full analysis span regression · 6 months rolling