-41.2%
KWEB vs PENG
+50.3%
-91.5%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.7% |
| 7D | +3.4% | -16.1% | +19.4% | +5.3% |
| 30D | -3.5% | -41.5% | +38.0% | +3.7% |
| 3M | -17.4% | -19.1% | +1.7% | -17.0% |
| 6M | -18.6% | +0.9% | -19.5% | -25.4% |
| YTD | -29.3% | +128.2% | -157.6% | -46.7% |
| 1Y | -35.9% | +98.6% | -134.5% | -50.3% |
| 3Y | -0.1% | +188.2% | -188.2% | -35.7% |
| 5Y | -41.2% | +55.5% | -96.7% | -61.7% |
| All | -41.2% | +50.3% | -91.5% | -61.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling