-42.1%
KWEB vs BBWI
-67.2%
+25.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.4% | -5.8% | -0.8% |
| 7D | -5.6% | -4.8% | -0.7% | -4.6% |
| 30D | -10.7% | +3.5% | -14.2% | -11.7% |
| 3M | -7.4% | -0.3% | -7.1% | -8.4% |
| 6M | -19.3% | -5.4% | -13.9% | -20.0% |
| YTD | -27.8% | -4.7% | -23.0% | -29.2% |
| 1Y | -35.9% | -30.5% | -5.5% | -32.8% |
| 3Y | -1.9% | -44.3% | +42.4% | +2.3% |
| All | -42.1% | -67.2% | +25.1% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling