-22.5%
KWEB vs PSLV
+190.6%
-213.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -5.6% | -3.5% | -2.1% | -4.8% |
| 30D | -10.7% | -2.1% | -8.5% | -10.4% |
| 3M | -7.4% | -1.6% | -5.8% | -7.6% |
| 6M | -19.3% | -25.5% | +6.2% | -13.9% |
| YTD | -27.8% | -11.4% | -16.3% | -29.5% |
| 1Y | -35.9% | +48.6% | -84.5% | -47.7% |
| 3Y | -1.9% | +166.9% | -168.8% | -34.2% |
| 5Y | -43.2% | +152.4% | -195.6% | -61.8% |
| All | -22.5% | +190.6% | -213.1% | -55.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 10y: compounded portfolio wealth divided by compounded PSLV 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…
10y analysis · Full analysis span regression · 6 months rolling