-3.4%
PEP vs KWEB
-5.9%
+2.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +2.9% | -7.8% | +10.7% | +3.1% |
| 30D | +12.5% | -6.4% | +19.0% | +12.6% |
| 3M | +4.5% | -14.6% | +19.1% | +4.8% |
| 6M | -0.5% | -25.0% | +24.6% | 0.0% |
| YTD | +4.4% | -32.7% | +37.1% | +4.9% |
| 1Y | +4.4% | -37.3% | +41.7% | +5.0% |
| 3Y | -3.4% | -5.9% | +2.5% | -4.3% |
| All | -3.4% | -5.9% | +2.5% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 3y: compounded portfolio wealth divided by compounded KWEB 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…
3y analysis · Full analysis span regression · 6 months rolling