+21.3%
KWEB vs BIL
+25.1%
-3.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -3.6% | +0.1% | -3.6% | -3.7% |
| 30D | -14.9% | +0.3% | -15.2% | -15.3% |
| 3M | -5.4% | +0.9% | -6.3% | -6.8% |
| 6M | -18.9% | +1.8% | -20.7% | -21.5% |
| YTD | -27.2% | +2.5% | -29.7% | -30.8% |
| 1Y | -34.2% | +3.7% | -37.9% | -39.4% |
| 3Y | +0.6% | +14.1% | -13.5% | -33.0% |
| 5Y | -43.5% | +19.4% | -62.9% | -67.9% |
| 10Y | -20.6% | +25.2% | -45.8% | -52.4% |
| All | +21.3% | +25.1% | -3.8% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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