-42.1%
KWEB vs GPC
+29.4%
-71.5%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.0% | +0.7% |
| 7D | -5.6% | -3.2% | -2.4% | -4.8% |
| 30D | -10.7% | +0.5% | -11.2% | -10.8% |
| 3M | -7.4% | +31.7% | -39.2% | -14.8% |
| 6M | -19.3% | +24.7% | -44.0% | -24.7% |
| YTD | -27.8% | +11.8% | -39.5% | -31.2% |
| 1Y | -35.9% | -3.0% | -33.0% | -36.2% |
| 3Y | -1.9% | -1.1% | -0.8% | -6.2% |
| All | -42.1% | +29.4% | -71.5% | -57.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GPC.
Daily Out/Under-Performance
Portfolio return minus GPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPC 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 GPC 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