+645.0%
PENG vs KIM
+126.5%
+518.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.4% | +2.0% |
| 7D | +34.6% | -0.7% | +35.3% | +35.0% |
| 30D | -35.9% | +13.4% | -49.3% | -39.8% |
| 3M | -14.7% | +6.5% | -21.2% | -17.6% |
| 6M | +13.5% | +10.6% | +2.9% | +6.3% |
| YTD | +156.1% | +29.9% | +126.2% | +122.1% |
| 1Y | +141.3% | +29.6% | +111.8% | +109.4% |
| 3Y | +223.4% | +64.1% | +159.4% | +149.4% |
| 5Y | +67.4% | +35.3% | +32.1% | +41.3% |
| All | +645.0% | +126.5% | +518.5% | +380.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling