-81.0%
PYPL vs KWEB
-45.1%
-36.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.6% |
| 7D | -5.9% | -4.3% | -1.6% | -4.7% |
| 30D | -9.4% | -13.0% | +3.6% | -5.5% |
| 3M | +31.3% | -7.6% | +38.9% | +34.3% |
| 6M | +19.1% | -21.1% | +40.2% | +27.8% |
| YTD | -7.9% | -28.2% | +20.3% | +1.8% |
| 1Y | -17.9% | -34.9% | +17.0% | -6.5% |
| 3Y | -11.6% | -0.8% | -10.8% | -14.7% |
| 5Y | -81.0% | -43.6% | -37.5% | -79.4% |
| All | -81.0% | -45.1% | -36.0% | -79.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling