+12.1%
KWEB vs PLUG
+175.6%
-163.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -8.8% | +5.6% | -2.2% |
| 7D | -7.5% | -8.1% | +0.7% | -6.7% |
| 30D | -7.3% | -20.5% | +13.2% | -5.2% |
| 3M | -16.8% | -45.9% | +29.0% | -11.5% |
| 6M | -21.4% | -65.2% | +43.8% | -12.8% |
| YTD | -32.7% | -37.1% | +4.3% | -31.3% |
| 1Y | -38.2% | -54.6% | +16.4% | -34.8% |
| 3Y | -4.8% | -64.9% | +60.0% | -8.3% |
| 5Y | -47.1% | -97.1% | +50.0% | -36.2% |
| 10Y | -22.4% | -15.6% | -6.7% | -32.9% |
| All | +12.1% | +175.6% | -163.4% | -13.1% |
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 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