-10.9%
DOW vs KWEB
-36.2%
+25.3%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.3% | +1.7% | 0.0% |
| 7D | -6.0% | -3.6% | -2.4% | -5.2% |
| 30D | -2.7% | -14.9% | +12.2% | +1.0% |
| 3M | -10.5% | -5.4% | -5.1% | -9.5% |
| 6M | -12.4% | -18.9% | +6.4% | -8.7% |
| YTD | +30.0% | -27.2% | +57.2% | +39.2% |
| 1Y | +27.8% | -34.2% | +62.0% | +40.5% |
| 3Y | -34.9% | +0.6% | -35.6% | -36.0% |
| 5Y | -35.9% | -43.5% | +7.6% | -27.5% |
| All | -10.9% | -36.2% | +25.3% | -33.7% |
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