-36.6%
KWEB vs PR
+73.4%
-110.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.8% | -4.4% | -1.2% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | -4.4% | -4.6% | +0.3% | -5.0% |
| 3M | -15.7% | +4.7% | -20.4% | -15.3% |
| 6M | -20.0% | +12.4% | -32.5% | -18.9% |
| YTD | -30.5% | +62.9% | -93.3% | -32.2% |
| 1Y | -36.6% | +70.6% | -107.1% | -38.5% |
| All | -36.6% | +73.4% | -110.0% | -38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling