-41.2%
KWEB vs PENG
+735.0%
-776.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.7% | -4.9% | -3.5% |
| 7D | -7.5% | +34.6% | -42.1% | -12.4% |
| 30D | -7.3% | -35.9% | +28.6% | -1.8% |
| 3M | -16.8% | -14.7% | -2.1% | -17.1% |
| 6M | -21.4% | +13.5% | -34.9% | -28.9% |
| YTD | -32.7% | +156.1% | -188.9% | -49.1% |
| 1Y | -38.2% | +141.3% | -179.5% | -52.8% |
| 3Y | -4.8% | +223.4% | -228.3% | -36.0% |
| 5Y | -47.1% | +67.4% | -114.5% | -61.8% |
| All | -41.2% | +735.0% | -776.2% | -67.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling