+282.3%
PM vs KWEB
+28.2%
+254.1%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.0% | -4.0% | -2.2% |
| 7D | -4.9% | -1.0% | -3.9% | -4.8% |
| 30D | -3.4% | -8.7% | +5.3% | -2.5% |
| 3M | +5.2% | -4.0% | +9.2% | +5.5% |
| 6M | +3.7% | -13.1% | +16.8% | +5.0% |
| YTD | +15.8% | -23.5% | +39.3% | +18.6% |
| 1Y | +17.4% | -27.2% | +44.5% | +20.6% |
| 3Y | +116.9% | -2.1% | +119.1% | +113.4% |
| 5Y | +117.3% | -40.8% | +158.1% | +121.7% |
| 10Y | +193.8% | -17.5% | +211.2% | +169.5% |
| All | +282.3% | +28.2% | +254.1% | +212.5% |
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