-80.9%
FIG vs KWEB
-25.5%
-55.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.3% | -1.0% | -2.4% |
| 7D | -14.5% | -3.6% | -10.9% | -13.3% |
| 30D | -13.3% | -14.9% | +1.6% | -7.8% |
| 3M | +7.4% | -5.4% | +12.8% | +9.2% |
| 6M | -27.8% | -18.9% | -8.9% | -22.4% |
| YTD | -41.1% | -27.2% | -13.9% | -32.0% |
| 1Y | -58.7% | -34.2% | -24.5% | -49.2% |
| All | -80.9% | -25.5% | -55.4% | -76.0% |
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 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