+103.5%
PENG vs KIM
+46.3%
+57.2%
-50.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | +4.5% | +0.4% | +4.1% | +4.3% |
| 30D | -7.1% | -4.0% | -3.1% | -5.6% |
| 3M | -27.3% | +0.5% | -27.8% | -28.9% |
| 6M | +169.6% | +3.6% | +166.0% | +158.3% |
| YTD | +164.6% | +20.4% | +144.2% | +131.2% |
| 1Y | +109.5% | +9.7% | +99.8% | +93.6% |
| All | +103.5% | +46.3% | +57.2% | +40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling