+386.9%
DAL vs KWEB
+19.7%
+367.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.3% | +7.6% | +6.0% |
| 7D | +10.0% | +4.1% | +5.9% | +8.7% |
| 30D | +12.0% | -2.5% | +14.5% | +12.8% |
| 3M | +0.8% | -15.2% | +16.0% | +5.7% |
| 6M | +26.2% | -17.7% | +43.9% | +33.0% |
| YTD | +33.7% | -28.6% | +62.3% | +46.9% |
| 1Y | +57.6% | -33.8% | +91.4% | +77.0% |
| 3Y | +183.5% | +1.2% | +182.3% | +171.4% |
| 5Y | +114.2% | -39.2% | +153.4% | +125.9% |
| 10Y | +128.1% | -20.7% | +148.8% | +92.1% |
| All | +386.9% | +19.7% | +367.3% | +230.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling