-22.5%
KWEB vs ALL
+365.1%
-387.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -5.6% | -2.3% | -3.3% | -5.2% |
| 30D | -10.7% | -0.4% | -10.3% | -10.6% |
| 3M | -7.4% | +16.0% | -23.4% | -9.9% |
| 6M | -19.3% | +24.6% | -43.9% | -22.6% |
| YTD | -27.8% | +23.7% | -51.4% | -30.7% |
| 1Y | -35.9% | +27.7% | -63.7% | -39.1% |
| 3Y | -1.9% | +150.2% | -152.2% | -20.7% |
| 5Y | -43.2% | +117.1% | -160.3% | -53.3% |
| All | -22.5% | +365.1% | -387.6% | -44.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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