-59.8%
KWEB vs PL
+84.9%
-144.7%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.3% | +3.3% | +2.2% |
| 7D | -1.0% | -9.3% | +8.3% | +0.3% |
| 30D | -8.7% | -18.9% | +10.2% | -6.1% |
| 3M | -4.0% | -58.4% | +54.4% | +7.5% |
| 6M | -13.1% | -30.3% | +17.2% | -12.3% |
| YTD | -23.5% | -8.1% | -15.4% | -26.9% |
| 1Y | -27.2% | +180.5% | -207.7% | -44.8% |
| 3Y | -2.1% | +444.1% | -446.3% | -42.5% |
| 5Y | -40.8% | +83.0% | -123.8% | -61.4% |
| All | -59.8% | +84.9% | -144.7% | -73.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling