-42.1%
KWEB vs TRGP
+628.1%
-670.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.6% | +1.2% | +0.8% |
| 7D | -5.6% | +0.1% | -5.6% | -5.6% |
| 30D | -10.7% | +8.0% | -18.7% | -12.6% |
| 3M | -7.4% | +8.3% | -15.7% | -9.9% |
| 6M | -19.3% | +23.9% | -43.2% | -24.8% |
| YTD | -27.8% | +59.6% | -87.4% | -37.8% |
| 1Y | -35.9% | +79.4% | -115.4% | -47.1% |
| 3Y | -1.9% | +269.4% | -271.4% | -42.2% |
| All | -42.1% | +628.1% | -670.2% | -74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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