-42.1%
KWEB vs BIIB
-28.1%
-14.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIIB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.5% |
| 7D | -5.6% | -1.7% | -3.9% | -5.2% |
| 30D | -10.7% | +4.0% | -14.6% | -11.5% |
| 3M | -7.4% | +8.6% | -16.0% | -9.6% |
| 6M | -19.3% | +14.0% | -33.3% | -22.4% |
| YTD | -27.8% | +23.4% | -51.1% | -32.2% |
| 1Y | -35.9% | +45.9% | -81.8% | -42.6% |
| 3Y | -1.9% | -16.1% | +14.2% | -1.0% |
| All | -42.1% | -28.1% | -14.0% | -44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIIB.
Daily Out/Under-Performance
Portfolio return minus BIIB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIIB 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 BIIB 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