+19.6%
KWEB vs PEG
+242.1%
-222.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.3% | -0.9% | -3.4% | -4.2% |
| 30D | -13.0% | -2.8% | -10.2% | -12.6% |
| 3M | -7.6% | -6.9% | -0.6% | -6.6% |
| 6M | -21.1% | -11.4% | -9.7% | -19.7% |
| YTD | -28.2% | -7.4% | -20.8% | -27.5% |
| 1Y | -34.9% | -8.3% | -26.6% | -34.2% |
| 3Y | -0.8% | +31.5% | -32.3% | -6.1% |
| 5Y | -43.6% | +38.0% | -81.5% | -47.4% |
| 10Y | -21.7% | +148.3% | -170.0% | -35.7% |
| All | +19.6% | +242.1% | -222.5% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling