+453.5%
PENG vs KIM
+128.0%
+325.5%
-68.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.0% | -1.0% | -22.1% | -22.6% |
| 7D | -36.7% | +5.0% | -41.6% | -38.1% |
| 30D | -42.0% | +15.8% | -57.8% | -46.0% |
| 3M | -33.2% | +4.3% | -37.5% | -34.9% |
| 6M | +2.1% | +11.4% | -9.3% | -4.7% |
| YTD | +90.3% | +30.8% | +59.5% | +64.5% |
| 1Y | +67.7% | +31.4% | +36.2% | +44.4% |
| 3Y | +154.2% | +57.7% | +96.6% | +99.6% |
| 5Y | +28.3% | +31.7% | -3.4% | +9.3% |
| All | +453.5% | +128.0% | +325.5% | +255.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling