-35.9%
KWEB vs TPG
-16.9%
-19.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.4% |
| 7D | -5.6% | -9.4% | +3.9% | -4.4% |
| 30D | -10.7% | -5.3% | -5.4% | -10.2% |
| 3M | -7.4% | +12.9% | -20.3% | -9.3% |
| 6M | -19.3% | +20.1% | -39.4% | -22.0% |
| YTD | -27.8% | -22.5% | -5.3% | -25.1% |
| 1Y | -35.9% | -19.7% | -16.3% | -35.2% |
| All | -35.9% | -16.9% | -19.1% | -35.2% |
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