+12.2%
KWEB vs PLUG
+146.7%
-134.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -10.5% | +10.6% | +1.2% |
| 7D | -7.8% | -23.4% | +15.6% | -5.3% |
| 30D | -6.4% | -23.4% | +17.0% | -4.0% |
| 3M | -14.6% | -51.7% | +37.1% | -8.0% |
| 6M | -25.0% | -72.0% | +46.9% | -14.9% |
| YTD | -32.7% | -43.7% | +11.0% | -30.4% |
| 1Y | -37.3% | -55.4% | +18.1% | -33.8% |
| 3Y | -5.9% | -68.0% | +62.1% | -8.5% |
| 5Y | -47.1% | -97.4% | +50.3% | -35.4% |
| 10Y | -22.3% | -24.5% | +2.2% | -32.1% |
| All | +12.2% | +146.7% | -134.4% | -12.0% |
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