-39.2%
KWEB vs PL
+37.0%
-76.2%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +14.5% | -16.8% | -4.3% |
| 7D | +4.1% | +10.9% | -6.8% | +2.1% |
| 30D | -2.5% | -16.4% | +13.9% | -0.6% |
| 3M | -15.2% | -39.9% | +24.8% | -9.7% |
| 6M | -17.7% | -63.2% | +45.5% | -7.5% |
| YTD | -28.6% | -27.1% | -1.5% | -30.1% |
| 1Y | -33.8% | +12.2% | -46.0% | -40.6% |
| 3Y | +1.2% | +584.3% | -583.1% | -46.0% |
| 5Y | -39.2% | +37.0% | -76.2% | -58.2% |
| All | -39.2% | +37.0% | -76.2% | -58.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling