-19.6%
KWEB vs PR
+86.0%
-105.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | 0.0% |
| 7D | -7.8% | +6.0% | -13.8% | -8.2% |
| 30D | -6.4% | -4.2% | -2.2% | -6.3% |
| 3M | -14.6% | +10.0% | -24.6% | -15.4% |
| 6M | -25.0% | +15.6% | -40.7% | -26.1% |
| YTD | -32.7% | +68.2% | -100.8% | -35.7% |
| 1Y | -37.3% | +79.2% | -116.5% | -40.5% |
| 3Y | -5.9% | +94.9% | -100.8% | -11.8% |
| 5Y | -47.1% | +272.8% | -319.9% | -53.1% |
| All | -19.6% | +86.0% | -105.6% | -15.3% |
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