-42.6%
KWEB vs PCOR
-43.2%
+0.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.2% | +0.5% | -1.7% |
| 7D | -1.3% | -6.9% | +5.6% | +0.9% |
| 30D | -11.5% | -1.5% | -10.0% | -11.5% |
| 3M | -2.9% | +18.5% | -21.4% | -9.1% |
| 6M | -14.6% | -4.7% | -10.0% | -15.6% |
| YTD | -25.5% | -22.8% | -2.8% | -21.5% |
| 1Y | -31.1% | -20.7% | -10.4% | -28.6% |
| 3Y | +3.0% | -14.6% | +17.5% | -3.6% |
| 5Y | -42.6% | -40.7% | -1.9% | -45.6% |
| All | -42.6% | -43.2% | +0.6% | -45.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling