-23.0%
KWEB vs PPL
+57.8%
-80.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.2% | -1.2% | -1.3% |
| 7D | -4.3% | -1.8% | -2.6% | -4.0% |
| 30D | -13.0% | -2.2% | -10.8% | -12.6% |
| 3M | -7.6% | -3.1% | -4.5% | -7.2% |
| 6M | -21.1% | -8.1% | -13.0% | -20.0% |
| YTD | -28.2% | 0.0% | -28.3% | -28.6% |
| 1Y | -34.9% | -1.3% | -33.5% | -35.1% |
| 3Y | -0.8% | +52.7% | -53.4% | -11.0% |
| 5Y | -43.6% | +37.4% | -81.0% | -48.3% |
| All | -23.0% | +57.8% | -80.8% | -35.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded PPL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling