-1.9%
KWEB vs BBY
+42.8%
-44.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.1% |
| 7D | -5.6% | +0.6% | -6.2% | -5.7% |
| 30D | -10.7% | +9.4% | -20.1% | -12.2% |
| 3M | -7.4% | +19.3% | -26.8% | -10.5% |
| 6M | -19.3% | +47.9% | -67.2% | -25.6% |
| YTD | -27.8% | +39.6% | -67.3% | -32.8% |
| 1Y | -35.9% | +22.2% | -58.1% | -38.7% |
| 3Y | -1.9% | +45.0% | -46.9% | -13.7% |
| All | -1.9% | +42.8% | -44.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 3y: compounded portfolio wealth divided by compounded BBY 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…
3y analysis · Full analysis span regression · 6 months rolling