-42.6%
KWEB vs PL
+79.0%
-121.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.4% |
| 7D | -1.3% | -7.5% | +6.2% | -0.2% |
| 30D | -11.5% | -25.6% | +14.1% | -7.8% |
| 3M | -2.9% | -45.6% | +42.7% | +5.0% |
| 6M | -14.6% | -29.5% | +14.9% | -14.0% |
| YTD | -25.5% | -9.7% | -15.8% | -28.6% |
| 1Y | -31.1% | +84.4% | -115.5% | -42.8% |
| 3Y | +3.0% | +550.0% | -547.0% | -42.5% |
| 5Y | -42.6% | +79.0% | -121.6% | -63.2% |
| All | -42.6% | +79.0% | -121.6% | -63.2% |
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