+136.0%
PENG vs KIM
+31.2%
+104.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | -0.2% | +10.6% | +10.1% |
| 7D | +1.9% | -1.0% | +2.9% | +0.7% |
| 30D | -37.8% | +14.8% | -52.6% | -29.9% |
| 3M | -14.1% | +8.1% | -22.2% | -6.6% |
| 6M | +13.1% | +11.7% | +1.5% | +19.8% |
| YTD | +151.8% | +30.7% | +121.1% | +155.3% |
| 1Y | +136.0% | +29.7% | +106.2% | +141.5% |
| All | +136.0% | +31.2% | +104.8% | +141.5% |
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