+40.1%
PYPL vs KWEB
-19.7%
+59.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.5% |
| 7D | -2.3% | -5.6% | +3.3% | 0.0% |
| 30D | -9.0% | -10.7% | +1.6% | -5.1% |
| 3M | +30.6% | -7.4% | +38.0% | +34.2% |
| 6M | +18.6% | -19.3% | +37.9% | +28.2% |
| YTD | -7.2% | -27.8% | +20.6% | +4.7% |
| 1Y | -19.3% | -35.9% | +16.7% | -4.6% |
| 3Y | -12.3% | -1.9% | -10.4% | -16.4% |
| 5Y | -80.9% | -43.2% | -37.7% | -78.3% |
| All | +40.1% | -19.7% | +59.8% | +30.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling