+107.8%
PENG vs KIM
+34.4%
+73.4%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.4% | -0.2% | +6.6% | +6.5% |
| 7D | +4.5% | +0.4% | +4.1% | +4.2% |
| 30D | -7.1% | -4.0% | -3.1% | -4.9% |
| 3M | -27.3% | +0.5% | -27.8% | -29.0% |
| 6M | +169.6% | +3.6% | +166.0% | +157.2% |
| YTD | +164.6% | +20.4% | +144.2% | +126.7% |
| 1Y | +109.5% | +9.7% | +99.8% | +91.1% |
| 3Y | +98.9% | +46.0% | +52.9% | +42.4% |
| All | +107.8% | +34.4% | +73.4% | +59.6% |
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