+950.4%
PLTR vs KWEB
-2.9%
+953.3%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.5% |
| 7D | -9.1% | -4.3% | -4.8% | -7.3% |
| 30D | -5.2% | -13.0% | +7.8% | +1.2% |
| 3M | +27.4% | -7.6% | +34.9% | +32.2% |
| 6M | +9.7% | -21.1% | +30.9% | +22.0% |
| YTD | -6.7% | -28.2% | +21.5% | +8.2% |
| 1Y | -0.5% | -34.9% | +34.3% | +20.9% |
| All | +950.4% | -2.9% | +953.3% | +860.7% |
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