-33.9%
KWEB vs TPG
+0.9%
-34.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +3.7% | +0.8% | +4.1% |
| 7D | +5.8% | +12.5% | -6.7% | +4.5% |
| 30D | -1.0% | +12.7% | -13.7% | -2.3% |
| 3M | -15.8% | +3.5% | -19.3% | -16.2% |
| 6M | -14.9% | +14.1% | -29.0% | -16.5% |
| YTD | -28.6% | -18.5% | -10.1% | -27.0% |
| 1Y | -33.9% | -1.8% | -32.1% | -31.8% |
| All | -33.9% | +0.9% | -34.9% | -31.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 1y: compounded portfolio wealth divided by compounded TPG 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…
1y analysis · Full analysis span regression · 6 months rolling