+21.3%
KWEB vs PH
+1,026.0%
-1,004.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.7% | -1.6% | -2.0% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -14.9% | -10.3% | -4.6% | -11.3% |
| 3M | -5.4% | +5.1% | -10.5% | -7.9% |
| 6M | -18.9% | +2.3% | -21.2% | -20.5% |
| YTD | -27.2% | +8.7% | -35.9% | -30.5% |
| 1Y | -34.2% | +26.8% | -61.0% | -41.1% |
| 3Y | +0.6% | +139.2% | -138.6% | -32.6% |
| 5Y | -43.5% | +251.1% | -294.6% | -68.2% |
| 10Y | -20.6% | +812.6% | -833.2% | -73.8% |
| All | +21.3% | +1,026.0% | -1,004.7% | -65.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling