+29.3%
DAL vs KWEB
-19.8%
+49.1%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.6% | +0.7% | -0.7% |
| 7D | +2.3% | -2.7% | +5.0% | +2.6% |
| 30D | +14.3% | -4.4% | +18.7% | +14.2% |
| 3M | +1.3% | -15.7% | +17.0% | +1.4% |
| 6M | +29.3% | -20.0% | +49.3% | +31.0% |
| All | +29.3% | -19.8% | +49.1% | +31.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling