+125.6%
DAL vs KWEB
-21.7%
+147.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.5% | +0.7% |
| 7D | +10.7% | +3.4% | +7.4% | +9.7% |
| 30D | +12.5% | -3.5% | +16.0% | +13.6% |
| 3M | +3.6% | -17.4% | +21.0% | +9.2% |
| 6M | +26.7% | -18.6% | +45.3% | +33.6% |
| YTD | +34.3% | -29.3% | +63.6% | +47.1% |
| 1Y | +59.1% | -35.9% | +95.0% | +79.2% |
| 3Y | +179.9% | -0.1% | +179.9% | +169.9% |
| 5Y | +119.1% | -41.2% | +160.3% | +134.8% |
| 10Y | +125.6% | -18.9% | +144.6% | +91.3% |
| All | +125.6% | -21.7% | +147.3% | +91.3% |
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