+218.5%
PWR vs KWEB
-2.3%
+220.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.5% | +5.0% |
| 7D | +4.2% | -5.6% | +9.8% | +5.6% |
| 30D | -4.0% | -10.7% | +6.6% | -1.5% |
| 3M | -4.8% | -7.4% | +2.6% | -3.2% |
| 6M | +14.6% | -19.3% | +34.0% | +20.2% |
| YTD | +54.2% | -27.8% | +82.0% | +65.8% |
| 1Y | +67.1% | -35.9% | +103.1% | +84.4% |
| 3Y | +218.5% | -1.9% | +220.4% | +213.2% |
| All | +218.5% | -2.3% | +220.7% | +213.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling