+105.0%
DAL vs KWEB
-21.6%
+126.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.2% | -2.0% | -4.3% |
| 7D | +1.4% | -7.5% | +8.9% | +3.6% |
| 30D | +9.1% | -7.3% | +16.4% | +11.4% |
| 3M | -3.5% | -16.8% | +13.3% | +1.6% |
| 6M | +23.4% | -21.4% | +44.8% | +31.4% |
| YTD | +26.0% | -32.7% | +58.8% | +40.1% |
| 1Y | +44.6% | -38.2% | +82.8% | +64.7% |
| 3Y | +162.7% | -4.8% | +167.5% | +157.0% |
| 5Y | +113.0% | -47.1% | +160.1% | +136.3% |
| All | +105.0% | -21.6% | +126.6% | +67.3% |
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