+21.3%
KWEB vs PEGA
+302.8%
-281.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | -0.1% | -1.7% |
| 7D | -3.6% | -6.1% | +2.6% | -1.9% |
| 30D | -14.9% | +6.4% | -21.3% | -16.6% |
| 3M | -5.4% | +2.9% | -8.3% | -7.2% |
| 6M | -18.9% | -23.8% | +5.0% | -14.0% |
| YTD | -27.2% | -41.1% | +13.8% | -18.1% |
| 1Y | -34.2% | -38.2% | +4.0% | -27.6% |
| 3Y | +0.6% | +49.8% | -49.2% | -24.3% |
| 5Y | -43.5% | -48.0% | +4.5% | -40.3% |
| 10Y | -20.6% | +173.1% | -193.7% | -52.0% |
| All | +21.3% | +302.8% | -281.5% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling