-12.7%
KWEB vs PR
+169.5%
-182.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.1% |
| 7D | -1.0% | +2.9% | -3.9% | -1.3% |
| 30D | -8.7% | +18.0% | -26.8% | -9.9% |
| 3M | -4.0% | +16.9% | -20.8% | -5.2% |
| 6M | -13.1% | +28.2% | -41.3% | -15.1% |
| YTD | -23.5% | +69.3% | -92.8% | -26.8% |
| 1Y | -27.2% | +69.5% | -96.7% | -30.4% |
| 3Y | -2.1% | +81.7% | -83.8% | -7.7% |
| 5Y | -40.8% | +422.2% | -463.0% | -48.3% |
| 10Y | -17.5% | +110.4% | -127.8% | -15.0% |
| All | -12.7% | +169.5% | -182.2% | -9.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling