+522.0%
PENG vs KIM
+127.0%
+395.0%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +12.6% |
| 7D | -19.4% | +4.1% | -23.5% | -21.0% |
| 30D | -42.4% | +16.8% | -59.2% | -46.6% |
| 3M | -25.6% | +5.7% | -31.3% | -27.9% |
| 6M | +7.3% | +9.7% | -2.4% | +0.8% |
| YTD | +113.9% | +30.2% | +83.6% | +85.2% |
| 1Y | +93.6% | +32.1% | +61.5% | +66.2% |
| 3Y | +170.2% | +58.6% | +111.6% | +111.6% |
| 5Y | +44.2% | +31.2% | +13.0% | +23.1% |
| All | +522.0% | +127.0% | +395.0% | +300.6% |
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