-27.2%
KWEB vs PLUG
+45.6%
-72.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.8% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -8.7% | +3.3% | -12.1% | -9.0% |
| 3M | -4.0% | -39.7% | +35.7% | -1.0% |
| 6M | -13.1% | -12.5% | -0.6% | -12.8% |
| YTD | -23.5% | +10.2% | -33.6% | -24.5% |
| 1Y | -27.2% | +50.7% | -77.9% | -26.1% |
| All | -27.2% | +45.6% | -72.8% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 1y: compounded portfolio wealth divided by compounded PLUG 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…
1y analysis · Full analysis span regression · 6 months rolling