+43.6%
PENG vs KIM
+31.1%
+12.6%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.4% | -0.4% | +12.8% | +12.6% |
| 7D | -19.4% | +4.1% | -23.5% | -21.4% |
| 30D | -42.4% | +16.8% | -59.2% | -47.8% |
| 3M | -25.6% | +5.7% | -31.3% | -28.6% |
| 6M | +7.3% | +9.7% | -2.4% | -1.6% |
| YTD | +113.9% | +30.2% | +83.6% | +73.1% |
| 1Y | +93.6% | +32.1% | +61.5% | +54.6% |
| 3Y | +170.2% | +58.6% | +111.6% | +80.6% |
| All | +43.6% | +31.1% | +12.6% | +8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling