-22.5%
KWEB vs BDX
+59.3%
-81.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.2% | +0.4% |
| 7D | -5.6% | -3.2% | -2.4% | -4.6% |
| 30D | -10.7% | -2.5% | -8.1% | -10.0% |
| 3M | -7.4% | +21.4% | -28.8% | -13.0% |
| 6M | -19.3% | +10.4% | -29.7% | -22.1% |
| YTD | -27.8% | +18.8% | -46.6% | -32.0% |
| 1Y | -35.9% | +21.7% | -57.6% | -40.3% |
| 3Y | -1.9% | -10.0% | +8.0% | -0.6% |
| 5Y | -43.2% | -1.8% | -41.4% | -44.9% |
| All | -22.5% | +59.3% | -81.8% | -38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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