-22.5%
KWEB vs BAH
+207.9%
-230.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -5.6% | +4.3% | -9.8% | -6.2% |
| 30D | -10.7% | -2.5% | -8.2% | -10.4% |
| 3M | -7.4% | -0.9% | -6.5% | -7.6% |
| 6M | -19.3% | +1.5% | -20.8% | -20.1% |
| YTD | -27.8% | -8.0% | -19.8% | -27.6% |
| 1Y | -35.9% | -24.7% | -11.2% | -33.5% |
| 3Y | -1.9% | -28.4% | +26.5% | -0.8% |
| 5Y | -43.2% | +2.8% | -46.0% | -48.5% |
| All | -22.5% | +207.9% | -230.5% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH 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 BAH 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