-22.5%
KWEB vs A
+256.4%
-278.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.6% |
| 7D | -5.6% | -2.6% | -3.0% | -4.4% |
| 30D | -10.7% | -0.9% | -9.8% | -10.4% |
| 3M | -7.4% | +13.6% | -21.0% | -13.4% |
| 6M | -19.3% | +27.8% | -47.2% | -29.9% |
| YTD | -27.8% | +8.6% | -36.4% | -32.0% |
| 1Y | -35.9% | +16.9% | -52.8% | -42.3% |
| 3Y | -1.9% | +32.9% | -34.8% | -21.4% |
| 5Y | -43.2% | -14.1% | -29.1% | -42.9% |
| All | -22.5% | +256.4% | -278.9% | -61.2% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling