+183.5%
DAL vs KWEB
-0.4%
+183.9%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +5.9% |
| 7D | +10.0% | +4.1% | +5.9% | +8.8% |
| 30D | +12.0% | -2.5% | +14.5% | +12.7% |
| 3M | +0.8% | -15.2% | +16.0% | +5.2% |
| 6M | +26.2% | -17.7% | +43.9% | +32.5% |
| YTD | +33.7% | -28.6% | +62.3% | +45.6% |
| 1Y | +57.6% | -33.8% | +91.4% | +75.0% |
| 3Y | +183.5% | +1.2% | +182.3% | +172.4% |
| All | +183.5% | -0.4% | +183.9% | +172.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling