-56.4%
KWEB vs PCOR
-30.9%
-25.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.3% | +6.3% | +3.3% |
| 7D | -1.0% | -9.0% | +7.9% | +1.7% |
| 30D | -8.7% | +4.2% | -12.9% | -10.3% |
| 3M | -4.0% | +14.4% | -18.4% | -8.8% |
| 6M | -13.1% | +0.2% | -13.3% | -15.4% |
| YTD | -23.5% | -20.3% | -3.2% | -20.4% |
| 1Y | -27.2% | -16.1% | -11.0% | -26.0% |
| 3Y | -2.1% | -14.7% | +12.6% | -7.3% |
| 5Y | -40.8% | -43.2% | +2.4% | -46.6% |
| All | -56.4% | -30.9% | -25.5% | -60.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling