-6.0%
KWEB vs PLUG
-63.0%
+57.0%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.8% | +5.6% | -2.5% |
| 7D | -7.5% | -8.1% | +0.7% | -6.9% |
| 30D | -7.3% | -20.5% | +13.2% | -5.7% |
| 3M | -16.8% | -45.9% | +29.0% | -12.8% |
| 6M | -21.4% | -65.2% | +43.8% | -14.9% |
| YTD | -32.7% | -37.1% | +4.3% | -31.6% |
| 1Y | -38.2% | -54.6% | +16.4% | -35.5% |
| All | -6.0% | -63.0% | +57.0% | -9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling