-33.9%
KWEB vs PENG
+120.5%
-154.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -9.1% | +13.6% | +5.1% |
| 7D | +5.8% | -20.5% | +26.3% | +7.4% |
| 30D | -1.0% | -20.4% | +19.4% | +0.2% |
| 3M | -15.8% | -16.4% | +0.6% | -15.5% |
| 6M | -14.9% | +49.2% | -64.2% | -26.0% |
| YTD | -28.6% | +147.2% | -175.8% | -44.2% |
| 1Y | -33.9% | +124.7% | -158.6% | -47.9% |
| All | -33.9% | +120.5% | -154.4% | -47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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