+121.4%
DAL vs KWEB
-19.5%
+140.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.5% |
| 7D | +2.3% | -2.7% | +5.0% | +3.0% |
| 30D | +14.3% | -4.4% | +18.7% | +15.7% |
| 3M | +1.3% | -15.7% | +17.0% | +6.2% |
| 6M | +29.3% | -20.0% | +49.3% | +36.9% |
| YTD | +33.0% | -30.5% | +63.5% | +46.4% |
| 1Y | +59.8% | -36.6% | +96.4% | +80.5% |
| 3Y | +177.2% | -1.7% | +178.9% | +168.6% |
| 5Y | +118.4% | -45.0% | +163.3% | +139.2% |
| 10Y | +121.4% | -19.8% | +141.2% | +88.3% |
| All | +121.4% | -19.5% | +140.9% | +88.3% |
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