+21.3%
KWEB vs BAH
+397.0%
-375.7%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.1% | -2.4% | -2.3% |
| 7D | -3.6% | -1.3% | -2.3% | -3.3% |
| 30D | -14.9% | -6.6% | -8.3% | -13.8% |
| 3M | -5.4% | -7.2% | +1.7% | -4.4% |
| 6M | -18.9% | -10.0% | -8.9% | -17.9% |
| YTD | -27.2% | -12.5% | -14.8% | -26.3% |
| 1Y | -34.2% | -27.9% | -6.3% | -30.9% |
| 3Y | +0.6% | -31.4% | +32.0% | +3.0% |
| 5Y | -43.5% | -3.2% | -40.2% | -48.2% |
| 10Y | -20.6% | +191.5% | -212.0% | -48.6% |
| All | +21.3% | +397.0% | -375.7% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling