+531.1%
PLTR vs KWEB
-45.1%
+576.2%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.6% |
| 7D | -9.1% | -4.3% | -4.8% | -7.4% |
| 30D | -5.2% | -13.0% | +7.8% | +0.7% |
| 3M | +27.4% | -7.6% | +34.9% | +31.9% |
| 6M | +9.7% | -21.1% | +30.9% | +21.2% |
| YTD | -6.7% | -28.2% | +21.5% | +7.1% |
| 1Y | -0.5% | -34.9% | +34.3% | +19.2% |
| 3Y | +996.2% | -0.8% | +997.0% | +954.9% |
| 5Y | +531.1% | -43.6% | +574.7% | +659.2% |
| All | +531.1% | -45.1% | +576.2% | +659.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling