-33.9%
KWEB vs PFGC
+12.5%
-46.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +13.5% | -9.1% | +2.2% |
| 7D | +5.8% | +13.9% | -8.1% | +3.5% |
| 30D | -1.0% | +18.4% | -19.3% | -3.6% |
| 3M | -15.8% | -2.5% | -13.3% | -16.0% |
| 6M | -14.9% | +26.0% | -41.0% | -18.8% |
| YTD | -28.6% | +21.9% | -50.4% | -31.2% |
| 1Y | -33.9% | +13.4% | -47.3% | -37.2% |
| All | -33.9% | +12.5% | -46.4% | -37.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 1y: compounded portfolio wealth divided by compounded PFGC 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…
1y analysis · Full analysis span regression · 6 months rolling