+279.5%
KR vs KWEB
+21.1%
+258.4%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +0.7% | +2.0% | +2.7% |
| 7D | -0.2% | -5.6% | +5.4% | -0.1% |
| 30D | +5.1% | -10.7% | +15.7% | +5.2% |
| 3M | -8.2% | -7.4% | -0.7% | -8.1% |
| 6M | -18.0% | -19.3% | +1.3% | -17.7% |
| YTD | -4.8% | -27.8% | +23.0% | -4.3% |
| 1Y | -11.0% | -35.9% | +24.9% | -10.4% |
| 3Y | +37.7% | -1.9% | +39.6% | +36.7% |
| 5Y | +52.8% | -43.2% | +96.0% | +55.6% |
| 10Y | +128.8% | -21.2% | +150.0% | +114.8% |
| All | +279.5% | +21.1% | +258.4% | +212.9% |
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