-22.5%
KWEB vs ARWR
+1,081.9%
-1,104.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.5% | +0.6% |
| 7D | -5.6% | -4.0% | -1.5% | -5.0% |
| 30D | -10.7% | -5.0% | -5.6% | -10.1% |
| 3M | -7.4% | +11.3% | -18.8% | -9.3% |
| 6M | -19.3% | +42.6% | -61.9% | -24.0% |
| YTD | -27.8% | +24.8% | -52.5% | -30.9% |
| 1Y | -35.9% | +178.8% | -214.7% | -45.9% |
| 3Y | -1.9% | +183.3% | -185.3% | -22.3% |
| 5Y | -43.2% | +29.5% | -72.7% | -51.8% |
| All | -22.5% | +1,081.9% | -1,104.4% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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