-12.3%
PYPL vs KWEB
-2.3%
-10.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.6% |
| 7D | -2.3% | -5.6% | +3.3% | -0.5% |
| 30D | -9.0% | -10.7% | +1.6% | -5.9% |
| 3M | +30.6% | -7.4% | +38.0% | +33.4% |
| 6M | +18.6% | -19.3% | +37.9% | +26.0% |
| YTD | -7.2% | -27.8% | +20.6% | +2.1% |
| 1Y | -19.3% | -35.9% | +16.7% | -7.9% |
| 3Y | -12.3% | -1.9% | -10.4% | -15.5% |
| All | -12.3% | -2.3% | -10.0% | -15.5% |
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 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