-22.5%
KWEB vs PGR
+825.1%
-847.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | -5.6% | -0.6% | -5.0% | -5.5% |
| 30D | -10.7% | +4.9% | -15.6% | -11.3% |
| 3M | -7.4% | +7.6% | -15.1% | -8.6% |
| 6M | -19.3% | +8.3% | -27.6% | -20.5% |
| YTD | -27.8% | +1.7% | -29.5% | -28.3% |
| 1Y | -35.9% | -6.8% | -29.1% | -35.6% |
| 3Y | -1.9% | +73.4% | -75.4% | -13.9% |
| 5Y | -43.2% | +161.2% | -204.4% | -56.0% |
| All | -22.5% | +825.1% | -847.6% | -53.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling