+210.9%
PM vs KWEB
-19.7%
+230.7%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.6% |
| 7D | +4.7% | -5.6% | +10.2% | +5.2% |
| 30D | +2.6% | -10.7% | +13.3% | +3.7% |
| 3M | +6.6% | -7.4% | +14.0% | +7.2% |
| 6M | +16.5% | -19.3% | +35.8% | +18.6% |
| YTD | +21.2% | -27.8% | +48.9% | +24.6% |
| 1Y | +17.9% | -35.9% | +53.9% | +22.5% |
| 3Y | +129.8% | -1.9% | +131.8% | +126.0% |
| 5Y | +133.0% | -43.2% | +176.2% | +139.9% |
| All | +210.9% | -19.7% | +230.7% | +170.8% |
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