+27.5%
KWEB vs PPL
+109.9%
-82.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -1.0% | +2.7% | -3.7% | -1.6% |
| 30D | -8.7% | +0.5% | -9.2% | -8.9% |
| 3M | -4.0% | +0.7% | -4.6% | -4.3% |
| 6M | -13.1% | -7.6% | -5.5% | -12.0% |
| YTD | -23.5% | +1.8% | -25.3% | -24.1% |
| 1Y | -27.2% | -0.8% | -26.4% | -27.4% |
| 3Y | -2.1% | +56.9% | -59.0% | -12.7% |
| 5Y | -40.8% | +39.5% | -80.3% | -45.9% |
| 10Y | -17.5% | +55.4% | -72.8% | -29.1% |
| All | +27.5% | +109.9% | -82.4% | +0.3% |
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