-43.5%
KWEB vs PENG
+116.9%
-160.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.5% | -1.8% | -2.2% |
| 7D | -3.6% | +7.3% | -10.9% | -4.8% |
| 30D | -14.9% | -7.5% | -7.4% | -14.0% |
| 3M | -5.4% | -17.2% | +11.8% | -5.4% |
| 6M | -18.9% | +176.7% | -195.6% | -39.0% |
| YTD | -27.2% | +161.0% | -188.3% | -44.9% |
| 1Y | -34.2% | +108.8% | -143.1% | -48.2% |
| 3Y | +0.6% | +109.8% | -109.2% | -29.1% |
| 5Y | -43.5% | +111.7% | -155.2% | -61.5% |
| All | -43.5% | +116.9% | -160.4% | -61.5% |
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