+188.0%
DUK vs KWEB
+21.1%
+166.9%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | 0.0% |
| 7D | -0.7% | -5.6% | +4.9% | -0.6% |
| 30D | -2.4% | -10.7% | +8.2% | -2.3% |
| 3M | -3.0% | -7.4% | +4.4% | -2.9% |
| 6M | -6.6% | -19.3% | +12.8% | -6.2% |
| YTD | +4.6% | -27.8% | +32.3% | +5.1% |
| 1Y | +1.2% | -35.9% | +37.2% | +2.0% |
| 3Y | +45.7% | -1.9% | +47.6% | +44.8% |
| 5Y | +40.3% | -43.2% | +83.5% | +41.6% |
| 10Y | +129.9% | -21.2% | +151.1% | +121.7% |
| All | +188.0% | +21.1% | +166.9% | +160.6% |
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