+103.3%
PENG vs KIM
+31.8%
+71.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.2% | +10.1% |
| 7D | -3.8% | +2.8% | -6.6% | -1.1% |
| 30D | -40.1% | +16.3% | -56.4% | -31.5% |
| 3M | -21.8% | +6.6% | -28.4% | -15.5% |
| 6M | +3.3% | +12.3% | -9.0% | +10.9% |
| YTD | +133.6% | +31.6% | +102.1% | +146.9% |
| All | +103.3% | +31.8% | +71.5% | +115.5% |
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