-22.5%
KWEB vs PNR
+66.2%
-88.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +0.9% | +0.8% |
| 7D | -5.6% | -6.0% | +0.5% | -3.4% |
| 30D | -10.7% | -14.0% | +3.3% | -5.7% |
| 3M | -7.4% | -21.7% | +14.3% | 0.0% |
| 6M | -19.3% | -37.3% | +18.0% | -5.5% |
| YTD | -27.8% | -45.1% | +17.4% | -11.2% |
| 1Y | -35.9% | -49.1% | +13.2% | -18.9% |
| 3Y | -1.9% | -14.8% | +12.9% | -1.9% |
| 5Y | -43.2% | -21.0% | -22.2% | -43.4% |
| All | -22.5% | +66.2% | -88.7% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling