-1.9%
KWEB vs PBR
+99.7%
-101.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +0.8% |
| 7D | -5.6% | +5.4% | -10.9% | -6.4% |
| 30D | -10.7% | +22.9% | -33.5% | -14.0% |
| 3M | -7.4% | +19.6% | -27.1% | -10.7% |
| 6M | -19.3% | +16.5% | -35.8% | -22.6% |
| YTD | -27.8% | +86.7% | -114.4% | -39.0% |
| 1Y | -35.9% | +74.7% | -110.7% | -45.1% |
| 3Y | -1.9% | +102.6% | -104.5% | -21.5% |
| All | -1.9% | +99.7% | -101.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling