-35.9%
KWEB vs PH
+25.3%
-61.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | +0.4% |
| 7D | -5.6% | -1.3% | -4.3% | -5.4% |
| 30D | -10.7% | -11.0% | +0.3% | -9.2% |
| 3M | -7.4% | +5.5% | -12.9% | -9.2% |
| 6M | -19.3% | +1.5% | -20.8% | -20.3% |
| YTD | -27.8% | +8.8% | -36.5% | -30.2% |
| 1Y | -35.9% | +24.5% | -60.4% | -42.5% |
| All | -35.9% | +25.3% | -61.3% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 PH 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