+131.5%
PM vs KWEB
-45.1%
+176.5%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.3% |
| 7D | +1.9% | -4.3% | +6.2% | +2.2% |
| 30D | +1.9% | -13.0% | +14.9% | +2.7% |
| 3M | +4.6% | -7.6% | +12.2% | +5.0% |
| 6M | +11.7% | -21.1% | +32.8% | +13.1% |
| YTD | +20.4% | -28.2% | +48.6% | +22.5% |
| 1Y | +19.0% | -34.9% | +53.8% | +21.6% |
| 3Y | +130.4% | -0.8% | +131.1% | +128.0% |
| 5Y | +131.5% | -43.6% | +175.0% | +125.6% |
| All | +131.5% | -45.1% | +176.5% | +125.6% |
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