-61.7%
KWEB vs PL
+75.7%
-137.5%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -3.3% | +1.0% | -1.8% |
| 7D | -3.6% | -13.9% | +10.3% | -1.5% |
| 30D | -14.9% | -25.5% | +10.6% | -11.3% |
| 3M | -5.4% | -44.8% | +39.3% | +2.1% |
| 6M | -18.9% | -33.3% | +14.4% | -17.6% |
| YTD | -27.2% | -12.7% | -14.5% | -29.9% |
| 1Y | -34.2% | +90.9% | -125.1% | -45.7% |
| 3Y | +0.6% | +528.5% | -527.8% | -43.5% |
| 5Y | -43.5% | +72.7% | -116.2% | -62.9% |
| All | -61.7% | +75.7% | -137.5% | -75.0% |
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