+3.0%
KWEB vs PENG
+111.6%
-108.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.8% | -2.6% |
| 7D | -1.3% | +7.8% | -9.1% | -2.1% |
| 30D | -11.5% | -12.2% | +0.7% | -10.5% |
| 3M | -2.9% | -20.6% | +17.7% | -2.3% |
| 6M | -14.6% | +180.9% | -195.6% | -28.6% |
| YTD | -25.5% | +162.3% | -187.8% | -37.3% |
| 1Y | -31.1% | +107.3% | -138.4% | -40.6% |
| 3Y | +3.0% | +110.8% | -107.8% | -15.1% |
| All | +3.0% | +111.6% | -108.7% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling