+27.5%
KWEB vs PLUG
+382.2%
-354.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -8.7% | +3.3% | -12.1% | -9.2% |
| 3M | -4.0% | -39.7% | +35.7% | +1.0% |
| 6M | -13.1% | -12.5% | -0.6% | -13.2% |
| YTD | -23.5% | +10.2% | -33.6% | -26.2% |
| 1Y | -27.2% | +50.7% | -77.9% | -33.8% |
| 3Y | -2.1% | -74.5% | +72.4% | -2.9% |
| 5Y | -40.8% | -91.8% | +51.0% | -35.4% |
| 10Y | -17.5% | +43.7% | -61.2% | -32.6% |
| All | +27.5% | +382.2% | -354.7% | -6.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling