+46.5%
PYPL vs KWEB
-16.0%
+62.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.2% |
| 7D | +1.7% | -1.3% | +3.0% | +2.2% |
| 30D | -9.7% | -11.5% | +1.8% | -5.5% |
| 3M | +29.2% | -2.9% | +32.1% | +30.4% |
| 6M | +13.9% | -14.6% | +28.5% | +20.4% |
| YTD | -8.1% | -25.5% | +17.4% | +2.5% |
| 1Y | -21.4% | -31.1% | +9.7% | -9.6% |
| 3Y | -11.8% | +3.0% | -14.8% | -17.6% |
| 5Y | -81.1% | -42.6% | -38.5% | -78.8% |
| 10Y | +36.9% | -21.1% | +58.1% | +24.2% |
| All | +46.5% | -16.0% | +62.5% | +22.4% |
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 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