-33.2%
KWEB vs PGR
+18.4%
-51.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.8% |
| 7D | +8.6% | +1.3% | +7.3% | +8.7% |
| 30D | +0.9% | +10.0% | -9.1% | +1.9% |
| 3M | -13.2% | +9.6% | -22.8% | -12.5% |
| 6M | -13.2% | +18.0% | -31.2% | -11.5% |
| YTD | -27.3% | +9.0% | -36.3% | -26.3% |
| 1Y | -33.2% | +18.8% | -52.0% | -28.9% |
| All | -33.2% | +18.4% | -51.7% | -28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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