-0.1%
KWEB vs PCOR
+52.3%
-52.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.0% |
| 7D | +3.4% | +20.7% | -17.4% | -0.3% |
| 30D | -3.5% | +35.7% | -39.2% | -8.8% |
| 3M | -17.4% | +31.1% | -48.4% | -21.8% |
| 6M | -18.6% | +43.1% | -61.7% | -24.6% |
| YTD | -29.3% | +4.8% | -34.2% | -30.7% |
| 1Y | -35.9% | -3.7% | -32.2% | -35.9% |
| 3Y | -0.1% | +46.5% | -46.6% | -10.5% |
| All | -0.1% | +52.3% | -52.4% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling