+54.4%
PENG vs KIM
+38.5%
+15.8%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +1.0% | +8.2% | +8.7% |
| 7D | -3.8% | +2.8% | -6.6% | -5.3% |
| 30D | -40.1% | +16.3% | -56.4% | -45.6% |
| 3M | -21.8% | +6.6% | -28.4% | -25.2% |
| 6M | +3.3% | +12.3% | -9.0% | -6.6% |
| YTD | +133.6% | +31.6% | +102.1% | +88.1% |
| 1Y | +110.7% | +31.5% | +79.2% | +69.2% |
| 3Y | +204.3% | +68.0% | +136.3% | +94.7% |
| 5Y | +54.4% | +38.7% | +15.7% | +15.5% |
| All | +54.4% | +38.5% | +15.8% | +15.5% |
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 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