+3.0%
KWEB vs PR
+87.2%
-84.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.9% | -2.8% |
| 7D | -1.3% | -0.6% | -0.7% | -1.2% |
| 30D | -11.5% | +17.4% | -28.9% | -13.6% |
| 3M | -2.9% | +21.8% | -24.7% | -5.9% |
| 6M | -14.6% | +27.6% | -42.2% | -18.6% |
| YTD | -25.5% | +71.4% | -97.0% | -33.3% |
| 1Y | -31.1% | +78.3% | -109.4% | -39.0% |
| 3Y | +3.0% | +85.5% | -82.5% | -12.3% |
| All | +3.0% | +87.2% | -84.2% | -12.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling