+21.3%
KWEB vs GPC
+139.9%
-118.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.9% | -3.2% | -2.6% |
| 7D | -3.6% | -0.6% | -3.0% | -3.4% |
| 30D | -14.9% | +1.3% | -16.2% | -15.3% |
| 3M | -5.4% | +37.1% | -42.5% | -15.1% |
| 6M | -18.9% | +23.2% | -42.1% | -24.8% |
| YTD | -27.2% | +13.1% | -40.3% | -31.3% |
| 1Y | -34.2% | +0.9% | -35.1% | -35.6% |
| 3Y | +0.6% | -0.8% | +1.4% | -3.7% |
| 5Y | -43.5% | +31.1% | -74.6% | -51.9% |
| 10Y | -20.6% | +87.4% | -108.0% | -44.0% |
| All | +21.3% | +139.9% | -118.6% | -30.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling