-39.2%
KWEB vs PR
+219.1%
-258.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.1% |
| 7D | +4.1% | -12.4% | +16.5% | +6.4% |
| 30D | -2.5% | -6.6% | +4.1% | -1.6% |
| 3M | -15.2% | +7.5% | -22.7% | -16.9% |
| 6M | -17.7% | +10.8% | -28.5% | -20.1% |
| YTD | -28.6% | +57.0% | -85.6% | -36.1% |
| 1Y | -33.8% | +67.9% | -101.8% | -41.7% |
| 3Y | +1.2% | +87.6% | -86.4% | -15.0% |
| 5Y | -39.2% | +220.4% | -259.6% | -55.9% |
| All | -39.2% | +219.1% | -258.3% | -55.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling