+21.3%
KWEB vs BBWI
-37.4%
+58.6%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -6.3% | +4.0% | -1.2% |
| 7D | -3.6% | -4.4% | +0.8% | -2.9% |
| 30D | -14.9% | -7.4% | -7.5% | -14.0% |
| 3M | -5.4% | -2.2% | -3.2% | -5.8% |
| 6M | -18.9% | -16.3% | -2.6% | -17.6% |
| YTD | -27.2% | -9.1% | -18.1% | -27.6% |
| 1Y | -34.2% | -34.5% | +0.3% | -31.3% |
| 3Y | +0.6% | -47.0% | +47.6% | +5.4% |
| 5Y | -43.5% | -68.8% | +25.4% | -37.1% |
| 10Y | -20.6% | -57.4% | +36.8% | -20.0% |
| All | +21.3% | -37.4% | +58.6% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling