+24.1%
KWEB vs ALL
+547.0%
-522.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.4% | -0.3% | -2.2% |
| 7D | -1.3% | -1.7% | +0.4% | -0.9% |
| 30D | -11.5% | -4.7% | -6.8% | -10.6% |
| 3M | -2.9% | +18.4% | -21.3% | -6.6% |
| 6M | -14.6% | +20.5% | -35.1% | -18.4% |
| YTD | -25.5% | +23.5% | -49.1% | -29.3% |
| 1Y | -31.1% | +29.0% | -60.1% | -35.4% |
| 3Y | +3.0% | +153.7% | -150.7% | -21.0% |
| 5Y | -42.6% | +114.8% | -157.4% | -54.8% |
| 10Y | -21.1% | +356.1% | -377.3% | -57.4% |
| All | +24.1% | +547.0% | -522.9% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling