-42.1%
KWEB vs A
-14.3%
-27.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.7% | -2.0% | -0.4% |
| 7D | -5.6% | -2.6% | -3.0% | -4.5% |
| 30D | -10.7% | -0.9% | -9.8% | -10.5% |
| 3M | -7.4% | +13.6% | -21.0% | -12.7% |
| 6M | -19.3% | +27.8% | -47.2% | -28.7% |
| YTD | -27.8% | +8.6% | -36.4% | -31.2% |
| 1Y | -35.9% | +16.9% | -52.8% | -41.5% |
| 3Y | -1.9% | +32.9% | -34.8% | -20.6% |
| All | -42.1% | -14.3% | -27.8% | -42.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling