-42.1%
KWEB vs BAX
-68.1%
+26.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.6% | +2.2% | +1.0% |
| 7D | -5.6% | -7.9% | +2.3% | -4.1% |
| 30D | -10.7% | -11.7% | +1.0% | -8.6% |
| 3M | -7.4% | +16.2% | -23.6% | -10.2% |
| 6M | -19.3% | +32.0% | -51.3% | -23.9% |
| YTD | -27.8% | +24.7% | -52.5% | -31.5% |
| 1Y | -35.9% | -2.6% | -33.3% | -36.4% |
| 3Y | -1.9% | -35.0% | +33.0% | +3.3% |
| All | -42.1% | -68.1% | +26.0% | -29.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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