-18.5%
KWEB vs PR
+149.9%
-168.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.1% | -1.2% | -2.2% |
| 7D | +4.1% | -12.4% | +16.5% | +5.1% |
| 30D | -2.5% | -6.6% | +4.1% | -2.1% |
| 3M | -15.2% | +7.5% | -22.7% | -15.8% |
| 6M | -17.7% | +10.8% | -28.5% | -18.7% |
| YTD | -28.6% | +57.0% | -85.6% | -31.5% |
| 1Y | -33.8% | +67.9% | -101.8% | -36.8% |
| 3Y | +1.2% | +87.6% | -86.4% | -4.8% |
| 5Y | -39.2% | +220.4% | -259.6% | -45.5% |
| 10Y | -20.7% | +64.8% | -85.5% | -18.6% |
| All | -18.5% | +149.9% | -168.4% | -14.9% |
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 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