-27.2%
KWEB vs PBF
+176.4%
-203.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.0% |
| 7D | -1.0% | +4.3% | -5.3% | -1.1% |
| 30D | -8.7% | +22.0% | -30.7% | -9.1% |
| 3M | -4.0% | +74.5% | -78.5% | -4.8% |
| 6M | -13.1% | +67.7% | -80.8% | -14.1% |
| YTD | -23.5% | +179.2% | -202.7% | -29.7% |
| 1Y | -27.2% | +170.0% | -197.2% | -32.8% |
| All | -27.2% | +176.4% | -203.5% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling