-22.5%
KWEB vs PTC
+205.0%
-227.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | 0.0% |
| 7D | -5.6% | -7.3% | +1.7% | -2.6% |
| 30D | -10.7% | -11.6% | +1.0% | -6.4% |
| 3M | -7.4% | +10.5% | -17.9% | -12.3% |
| 6M | -19.3% | -17.8% | -1.5% | -14.0% |
| YTD | -27.8% | -24.9% | -2.8% | -20.3% |
| 1Y | -35.9% | -36.8% | +0.9% | -23.9% |
| 3Y | -1.9% | -8.7% | +6.8% | -6.2% |
| 5Y | -43.2% | +4.1% | -47.3% | -49.7% |
| All | -22.5% | +205.0% | -227.5% | -58.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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