-13.1%
KWEB vs PLUG
-3.6%
-9.6%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| 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% | -0.2% |
| 6M | -13.1% | -12.5% | -0.6% | -12.1% |
| All | -13.1% | -3.6% | -9.6% | -12.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling