+20.4%
KWEB vs BB
-13.7%
+34.1%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.1% | +0.3% |
| 7D | -5.6% | -0.4% | -5.2% | -5.5% |
| 30D | -10.7% | -12.5% | +1.9% | -8.7% |
| 3M | -7.4% | -17.4% | +10.0% | -5.6% |
| 6M | -19.3% | +119.1% | -138.5% | -33.1% |
| YTD | -27.8% | +102.4% | -130.1% | -39.2% |
| 1Y | -35.9% | +98.2% | -134.1% | -46.2% |
| 3Y | -1.9% | +46.9% | -48.9% | -17.6% |
| 5Y | -43.2% | -26.4% | -16.8% | -47.4% |
| 10Y | -21.2% | +1.3% | -22.5% | -41.6% |
| All | +20.4% | -13.7% | +34.1% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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