-2.6%
KWEB vs BAH
-28.1%
+25.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.8% | -6.2% | -1.7% |
| 7D | -4.3% | +2.4% | -6.7% | -4.5% |
| 30D | -13.0% | -2.9% | -10.0% | -12.8% |
| 3M | -7.6% | -1.3% | -6.2% | -7.6% |
| 6M | -21.1% | -0.9% | -20.2% | -21.3% |
| YTD | -28.2% | -8.2% | -20.0% | -28.0% |
| 1Y | -34.9% | -24.0% | -10.9% | -33.6% |
| All | -2.6% | -28.1% | +25.5% | -3.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling