-42.1%
KWEB vs PSLV
+154.2%
-196.3%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -5.6% | -3.5% | -2.1% | -4.7% |
| 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% | -13.6% |
| YTD | -27.8% | -11.4% | -16.3% | -30.7% |
| 1Y | -35.9% | +48.6% | -84.5% | -50.8% |
| 3Y | -1.9% | +166.9% | -168.8% | -42.2% |
| All | -42.1% | +154.2% | -196.3% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling