-42.1%
KWEB vs GPN
-44.5%
+2.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -5.6% | -4.3% | -1.2% | -4.3% |
| 30D | -10.7% | 0.0% | -10.7% | -10.9% |
| 3M | -7.4% | +35.8% | -43.2% | -16.5% |
| 6M | -19.3% | +22.0% | -41.3% | -25.1% |
| YTD | -27.8% | +15.2% | -43.0% | -32.2% |
| 1Y | -35.9% | +3.5% | -39.4% | -37.8% |
| 3Y | -1.9% | -26.9% | +25.0% | +4.9% |
| All | -42.1% | -44.5% | +2.4% | -34.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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