+320.3%
PM vs KWEB
+12.9%
+307.4%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | +0.5% | -7.8% | +8.4% | +1.3% |
| 30D | -3.2% | -6.4% | +3.2% | -2.6% |
| 3M | +6.2% | -14.6% | +20.8% | +7.8% |
| 6M | +7.7% | -25.0% | +32.7% | +10.5% |
| YTD | +27.3% | -32.7% | +59.9% | +31.9% |
| 1Y | +32.8% | -37.3% | +70.1% | +38.5% |
| 3Y | +150.0% | -5.9% | +155.9% | +146.6% |
| 5Y | +164.2% | -47.1% | +211.3% | +172.8% |
| 10Y | +265.7% | -22.3% | +288.0% | +236.3% |
| All | +320.3% | +12.9% | +307.4% | +247.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling