-42.1%
KWEB vs PSA
+13.7%
-55.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | 0.0% | +0.5% |
| 7D | -5.6% | -1.8% | -3.7% | -5.2% |
| 30D | -10.7% | -8.4% | -2.3% | -9.0% |
| 3M | -7.4% | -7.8% | +0.4% | -5.9% |
| 6M | -19.3% | +0.8% | -20.1% | -19.8% |
| YTD | -27.8% | +16.5% | -44.2% | -30.5% |
| 1Y | -35.9% | +4.7% | -40.6% | -37.0% |
| 3Y | -1.9% | +21.1% | -23.0% | -7.7% |
| All | -42.1% | +13.7% | -55.8% | -45.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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