-22.5%
KWEB vs PEG
+148.0%
-170.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -5.6% | -0.9% | -4.7% | -5.4% |
| 30D | -10.7% | -3.7% | -7.0% | -10.1% |
| 3M | -7.4% | -7.3% | -0.1% | -6.3% |
| 6M | -19.3% | -10.5% | -8.8% | -17.9% |
| YTD | -27.8% | -7.5% | -20.3% | -26.9% |
| 1Y | -35.9% | -8.7% | -27.2% | -35.1% |
| 3Y | -1.9% | +31.4% | -33.3% | -7.8% |
| 5Y | -43.2% | +37.8% | -81.0% | -47.5% |
| All | -22.5% | +148.0% | -170.5% | -40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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