+3.0%
KWEB vs PPL
+56.5%
-53.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.6% | -2.6% |
| 7D | -1.3% | +1.8% | -3.1% | -1.4% |
| 30D | -11.5% | -1.1% | -10.4% | -11.4% |
| 3M | -2.9% | 0.0% | -2.9% | -3.1% |
| 6M | -14.6% | -7.6% | -7.1% | -14.0% |
| YTD | -25.5% | +1.7% | -27.3% | -26.0% |
| 1Y | -31.1% | +1.5% | -32.6% | -31.6% |
| 3Y | +3.0% | +55.3% | -52.3% | -8.1% |
| All | +3.0% | +56.5% | -53.5% | -8.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling