-58.5%
KWEB vs PCOR
-35.6%
-23.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.6% | +1.4% | -1.2% |
| 7D | -3.6% | -9.0% | +5.4% | -0.9% |
| 30D | -14.9% | -7.0% | -7.9% | -13.4% |
| 3M | -5.4% | +18.3% | -23.8% | -11.2% |
| 6M | -18.9% | -7.8% | -11.1% | -18.9% |
| YTD | -27.2% | -25.6% | -1.6% | -22.6% |
| 1Y | -34.2% | -22.7% | -11.5% | -31.4% |
| 3Y | +0.6% | -17.7% | +18.3% | -4.1% |
| 5Y | -43.5% | -42.0% | -1.4% | -47.9% |
| All | -58.5% | -35.6% | -23.0% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling