-35.9%
KWEB vs PEGA
-36.0%
+0.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -5.6% | -3.0% | -2.6% | -5.3% |
| 30D | -10.7% | +15.9% | -26.6% | -11.9% |
| 3M | -7.4% | +10.8% | -18.3% | -8.8% |
| 6M | -19.3% | -16.5% | -2.8% | -19.2% |
| YTD | -27.8% | -39.0% | +11.3% | -25.9% |
| 1Y | -35.9% | -37.3% | +1.3% | -35.1% |
| All | -35.9% | -36.0% | +0.1% | -35.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 1y: compounded portfolio wealth divided by compounded PEGA 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…
1y analysis · Full analysis span regression · 6 months rolling