-20.6%
KWEB vs PR
+88.3%
-108.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.1% | -2.2% | -2.3% |
| 7D | -3.6% | -0.8% | -2.7% | -3.5% |
| 30D | -14.9% | +11.3% | -26.2% | -15.6% |
| 3M | -5.4% | +24.1% | -29.5% | -7.1% |
| 6M | -18.9% | +25.4% | -44.2% | -20.5% |
| YTD | -27.2% | +71.2% | -98.4% | -30.5% |
| 1Y | -34.2% | +78.6% | -112.8% | -37.5% |
| 3Y | +0.6% | +85.2% | -84.6% | -5.3% |
| 5Y | -43.5% | +419.0% | -462.5% | -50.7% |
| 10Y | -20.6% | +86.2% | -106.8% | -17.3% |
| All | -20.6% | +88.3% | -108.9% | -17.3% |
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