+21.3%
KWEB vs BAX
-23.4%
+44.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.9% | -0.4% | -1.7% |
| 7D | -3.6% | -5.1% | +1.5% | -2.1% |
| 30D | -14.9% | -12.2% | -2.7% | -11.7% |
| 3M | -5.4% | +21.8% | -27.2% | -11.2% |
| 6M | -18.9% | +36.3% | -55.2% | -26.7% |
| YTD | -27.2% | +27.8% | -55.0% | -33.6% |
| 1Y | -34.2% | -0.1% | -34.2% | -35.7% |
| 3Y | +0.6% | -33.3% | +33.9% | +7.7% |
| 5Y | -43.5% | -67.1% | +23.6% | -21.7% |
| 10Y | -20.6% | -36.9% | +16.3% | -24.1% |
| All | +21.3% | -23.4% | +44.6% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling