-22.5%
KWEB vs BBWI
-55.0%
+32.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | -0.4% |
| 7D | -5.6% | -4.8% | -0.7% | -4.8% |
| 30D | -10.7% | +3.5% | -14.2% | -11.4% |
| 3M | -7.4% | -0.3% | -7.1% | -8.1% |
| 6M | -19.3% | -5.4% | -13.9% | -19.8% |
| YTD | -27.8% | -4.7% | -23.0% | -28.6% |
| 1Y | -35.9% | -30.5% | -5.5% | -33.9% |
| 3Y | -1.9% | -44.3% | +42.4% | +1.7% |
| 5Y | -43.2% | -66.9% | +23.7% | -38.0% |
| All | -22.5% | -55.0% | +32.4% | -26.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 10y: compounded portfolio wealth divided by compounded BBWI 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…
10y analysis · Full analysis span regression · 6 months rolling