-19.8%
KWEB vs PR
+72.8%
-92.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.8% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -4.4% | -4.6% | +0.3% | -4.1% |
| 3M | -15.7% | +4.7% | -20.4% | -16.2% |
| 6M | -20.0% | +12.4% | -32.5% | -21.0% |
| YTD | -30.5% | +62.9% | -93.3% | -33.5% |
| 1Y | -36.6% | +70.6% | -107.1% | -39.5% |
| 3Y | -1.7% | +90.0% | -91.7% | -7.7% |
| 5Y | -45.0% | +255.5% | -300.5% | -51.1% |
| 10Y | -19.8% | +78.7% | -98.6% | -15.9% |
| All | -19.8% | +72.8% | -92.6% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling