+20.4%
KWEB vs GPN
+297.3%
-276.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -5.6% | -4.6% | -1.0% | -3.9% |
| 30D | -10.7% | -0.3% | -10.4% | -10.8% |
| 3M | -7.4% | +35.4% | -42.8% | -18.0% |
| 6M | -19.3% | +21.7% | -41.0% | -26.2% |
| YTD | -27.8% | +14.9% | -42.6% | -33.1% |
| 1Y | -35.9% | +3.2% | -39.1% | -38.5% |
| 3Y | -1.9% | -27.1% | +25.2% | +3.8% |
| 5Y | -43.2% | -44.4% | +1.2% | -34.9% |
| 10Y | -21.2% | +27.0% | -48.2% | -44.2% |
| All | +20.4% | +297.3% | -276.9% | -49.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling