Kuantile
Was It a Good Week? Judge Your Return by Its Historical Percentile
"My portfolio fell 2% this week" says little on its own. For a calm portfolio, 2% is a jolt; for a volatile one, a routine week. The way to give the number meaning is to compare it with your portfolio's own history — in statistical terms, to find its percentile.
What is a percentile?
Line up all of your portfolio's historical weekly returns from worst to best. Where does this week fall? At the 80th percentile you have just had a week better than 80% of your history; at the 5th you are living one of your worst. The same −2% can land at the 35th percentile in one portfolio (notable but ordinary) and the 2nd in another (alarm). Context is worth more than the number.
How Kuantile reports use it
In the weekly, monthly and yearly report emails you will find a line like: "This period's return sits in the 72nd percentile of your portfolio's historical weekly returns (above the historical average)." The computation: every historical 7-day window of your current weights is evaluated (on a calendar-day basis, so assets trading 7 days a week — like crypto — share the same window as weekday-only markets), and the current period is located within that distribution.
What percentiles capture — and what they don't
- They capture: "is this drop normal for my portfolio?" Consecutive sub-10th-percentile periods hint that your portfolio's character has changed — perhaps a recent addition broke the regime.
- They don't capture: your absolute goals. Being at the 90th percentile of your own history does not mean you beat inflation; a low-volatility portfolio's "great week" can still be modest.
The behavioural payoff: calibrated panic
Losses feel roughly twice as intense as equivalent gains, which is why an ordinary bad week can trigger panic selling. A line that says "38th percentile — near your historical average" answers emotion with a number. The reverse also holds: a run of 95th-percentile periods is usually evidence not of genius but of quietly growing risk. Good risk management means acquiring tools that blunt panic on bad days and hubris on good ones.
Open your reports and find your percentile →