+135.0%
DAL vs KWEB
-22.5%
+157.5%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.3% | +2.0% | +0.4% |
| 7D | +0.8% | -3.6% | +4.4% | +1.8% |
| 30D | -11.7% | -14.9% | +3.2% | -7.7% |
| 3M | -2.7% | -5.4% | +2.7% | -1.5% |
| 6M | +30.7% | -18.9% | +49.5% | +38.0% |
| YTD | +14.4% | -27.2% | +41.6% | +24.4% |
| 1Y | +31.2% | -34.2% | +65.4% | +46.6% |
| 3Y | +99.4% | +0.6% | +98.8% | +92.1% |
| 5Y | +98.6% | -43.5% | +142.0% | +114.7% |
| 10Y | +135.0% | -20.6% | +155.6% | +97.3% |
| All | +135.0% | -22.5% | +157.5% | +97.3% |
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