+162.6%
PM vs KWEB
-47.2%
+209.8%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.5% | -7.8% | +8.4% | +1.0% |
| 30D | -3.2% | -6.4% | +3.2% | -2.9% |
| 3M | +6.2% | -14.6% | +20.8% | +7.2% |
| 6M | +7.7% | -25.0% | +32.7% | +9.4% |
| YTD | +27.3% | -32.7% | +59.9% | +30.1% |
| 1Y | +32.8% | -37.3% | +70.1% | +36.3% |
| 3Y | +150.0% | -5.9% | +155.9% | +147.9% |
| All | +162.6% | -47.2% | +209.8% | +160.3% |
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 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