+1,660.3%
PLTR vs KWEB
-56.2%
+1,716.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.2% | +0.5% |
| 7D | -4.1% | -5.6% | +1.5% | -1.6% |
| 30D | -2.2% | -10.7% | +8.4% | +2.7% |
| 3M | +27.6% | -7.4% | +35.0% | +32.1% |
| 6M | +10.3% | -19.3% | +29.6% | +20.7% |
| YTD | -5.9% | -27.8% | +21.8% | +7.8% |
| 1Y | +1.7% | -35.9% | +37.7% | +23.1% |
| 3Y | +959.1% | -1.9% | +961.0% | +923.9% |
| 5Y | +536.3% | -43.2% | +579.5% | +657.8% |
| All | +1,660.3% | -56.2% | +1,716.5% | +2,317.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling