-42.1%
KWEB vs BAH
+2.5%
-44.6%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.6% |
| 7D | -5.6% | +4.3% | -9.8% | -5.9% |
| 30D | -10.7% | -2.5% | -8.2% | -10.5% |
| 3M | -7.4% | -0.9% | -6.5% | -7.5% |
| 6M | -19.3% | +1.5% | -20.8% | -19.7% |
| YTD | -27.8% | -8.0% | -19.8% | -27.6% |
| 1Y | -35.9% | -24.7% | -11.2% | -34.5% |
| 3Y | -1.9% | -28.4% | +26.5% | -1.6% |
| All | -42.1% | +2.5% | -44.6% | -43.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling