-33.2%
KWEB vs PPG
+33.8%
-67.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.1% | +5.0% | +2.5% |
| 7D | +8.6% | +2.7% | +5.9% | +8.0% |
| 30D | +0.9% | +15.7% | -14.8% | -2.2% |
| 3M | -13.2% | +4.1% | -17.4% | -14.0% |
| 6M | -13.2% | +17.3% | -30.5% | -17.4% |
| YTD | -27.3% | +22.5% | -49.8% | -32.9% |
| 1Y | -33.2% | +31.4% | -64.7% | -38.1% |
| All | -33.2% | +33.8% | -67.1% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 1y: compounded portfolio wealth divided by compounded PPG 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…
1y analysis · Full analysis span regression · 6 months rolling