+19.6%
KWEB vs TRGP
+653.4%
-633.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -4.3% | -0.6% | -3.8% | -4.2% |
| 30D | -13.0% | +10.0% | -23.0% | -14.4% |
| 3M | -7.6% | +7.6% | -15.2% | -9.0% |
| 6M | -21.1% | +26.8% | -47.9% | -24.6% |
| YTD | -28.2% | +60.6% | -88.8% | -34.1% |
| 1Y | -34.9% | +82.5% | -117.3% | -41.6% |
| 3Y | -0.8% | +265.0% | -265.8% | -21.7% |
| 5Y | -43.6% | +645.9% | -689.4% | -60.3% |
| 10Y | -21.7% | +850.6% | -872.3% | -52.0% |
| All | +19.6% | +653.4% | -633.8% | -35.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling