+2.1%
PENG vs KIM
+12.0%
-9.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -1.0% | -22.1% | -24.6% |
| 7D | -36.7% | +5.0% | -41.6% | -30.8% |
| 30D | -42.0% | +15.8% | -57.8% | -25.0% |
| 3M | -33.2% | +4.3% | -37.5% | -27.6% |
| 6M | +2.1% | +11.4% | -9.3% | +25.2% |
| All | +2.1% | +12.0% | -9.9% | +25.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling