-33.1%
KWEB vs PENG
+762.7%
-795.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +6.4% | -4.4% | +0.8% |
| 7D | -1.0% | +4.5% | -5.6% | -1.9% |
| 30D | -8.7% | -7.1% | -1.6% | -7.9% |
| 3M | -4.0% | -27.3% | +23.3% | -1.6% |
| 6M | -13.1% | +169.6% | -182.7% | -32.7% |
| YTD | -23.5% | +164.6% | -188.1% | -40.7% |
| 1Y | -27.2% | +109.5% | -136.6% | -41.4% |
| 3Y | -2.1% | +98.9% | -101.1% | -27.2% |
| 5Y | -40.8% | +116.3% | -157.0% | -58.1% |
| All | -33.1% | +762.7% | -795.8% | -62.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling