-64.6%
KWEB vs PL
+40.9%
-105.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.6% | +0.7% | +0.2% |
| 7D | -7.8% | +10.0% | -17.9% | -9.2% |
| 30D | -6.4% | -2.3% | -4.2% | -6.7% |
| 3M | -14.6% | -44.2% | +29.6% | -8.0% |
| 6M | -25.0% | -66.1% | +41.1% | -14.6% |
| YTD | -32.7% | -30.0% | -2.7% | -33.7% |
| 1Y | -37.3% | +21.0% | -58.4% | -44.5% |
| 3Y | -5.9% | +516.5% | -522.4% | -48.5% |
| 5Y | -47.1% | +32.0% | -79.1% | -64.0% |
| All | -64.6% | +40.9% | -105.5% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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