-35.9%
KWEB vs PLUG
+46.9%
-82.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.1% | +0.7% |
| 7D | -5.6% | -3.2% | -2.3% | -5.4% |
| 30D | -10.7% | -8.3% | -2.4% | -10.3% |
| 3M | -7.4% | -25.8% | +18.4% | -5.8% |
| 6M | -19.3% | -5.8% | -13.5% | -19.4% |
| YTD | -27.8% | +6.6% | -34.4% | -28.6% |
| 1Y | -35.9% | +39.1% | -75.0% | -35.5% |
| All | -35.9% | +46.9% | -82.8% | -35.5% |
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