+24.1%
KWEB vs A
+402.9%
-378.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | 0.0% | -1.3% |
| 7D | -1.3% | -2.1% | +0.8% | -0.3% |
| 30D | -11.5% | +0.6% | -12.1% | -11.9% |
| 3M | -2.9% | +10.9% | -13.8% | -8.5% |
| 6M | -14.6% | +28.2% | -42.8% | -26.5% |
| YTD | -25.5% | +8.6% | -34.1% | -30.2% |
| 1Y | -31.1% | +15.5% | -46.6% | -38.0% |
| 3Y | +3.0% | +31.8% | -28.8% | -17.8% |
| 5Y | -42.6% | -14.9% | -27.7% | -42.1% |
| 10Y | -21.1% | +237.8% | -258.9% | -65.8% |
| All | +24.1% | +402.9% | -378.8% | -55.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling