+24.1%
KWEB vs PTC
+390.5%
-366.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.5% | +2.9% | -0.3% |
| 7D | -1.3% | -12.8% | +11.5% | +4.5% |
| 30D | -11.5% | -9.8% | -1.7% | -8.0% |
| 3M | -2.9% | -2.1% | -0.8% | -3.6% |
| 6M | -14.6% | -18.1% | +3.5% | -8.8% |
| YTD | -25.5% | -23.5% | -2.0% | -18.3% |
| 1Y | -31.1% | -37.4% | +6.3% | -17.5% |
| 3Y | +3.0% | -7.2% | +10.2% | -2.0% |
| 5Y | -42.6% | +2.7% | -45.3% | -48.8% |
| 10Y | -21.1% | +203.4% | -224.5% | -61.3% |
| All | +24.1% | +390.5% | -366.3% | -50.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling