-22.5%
KWEB vs BG
+166.7%
-189.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +1.0% |
| 7D | -5.6% | +3.1% | -8.7% | -6.2% |
| 30D | -10.7% | +10.2% | -20.9% | -12.7% |
| 3M | -7.4% | -1.7% | -5.7% | -7.5% |
| 6M | -19.3% | +1.0% | -20.3% | -20.1% |
| YTD | -27.8% | +39.9% | -67.7% | -33.7% |
| 1Y | -35.9% | +53.2% | -89.2% | -42.7% |
| 3Y | -1.9% | +16.3% | -18.2% | -7.9% |
| 5Y | -43.2% | +83.9% | -127.0% | -53.3% |
| All | -22.5% | +166.7% | -189.2% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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