+12.2%
KWEB vs PPL
+115.1%
-102.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | -0.2% |
| 7D | -7.8% | -0.4% | -7.5% | -7.8% |
| 30D | -6.4% | +2.6% | -9.1% | -7.0% |
| 3M | -14.6% | +0.8% | -15.4% | -14.8% |
| 6M | -25.0% | +1.4% | -26.5% | -25.5% |
| YTD | -32.7% | +4.3% | -37.0% | -33.6% |
| 1Y | -37.3% | +0.8% | -38.1% | -37.7% |
| 3Y | -5.9% | +57.9% | -63.8% | -16.1% |
| 5Y | -47.1% | +48.3% | -95.4% | -52.3% |
| 10Y | -22.3% | +66.4% | -88.7% | -34.3% |
| All | +12.2% | +115.1% | -102.8% | -12.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling