+20.4%
KWEB vs PPG
+70.7%
-50.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | -5.6% | -6.2% | +0.7% | -2.6% |
| 30D | -10.7% | -7.9% | -2.7% | -7.0% |
| 3M | -7.4% | -10.2% | +2.8% | -3.2% |
| 6M | -19.3% | +2.7% | -22.0% | -21.6% |
| YTD | -27.8% | +4.9% | -32.6% | -31.0% |
| 1Y | -35.9% | -3.2% | -32.7% | -36.5% |
| 3Y | -1.9% | -17.0% | +15.1% | +3.8% |
| 5Y | -43.2% | -23.3% | -19.9% | -38.8% |
| 10Y | -21.2% | +26.4% | -47.6% | -38.5% |
| All | +20.4% | +70.7% | -50.3% | -24.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling