-27.2%
KWEB vs BLDR
-52.1%
+24.9%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.5% | -0.5% | +1.8% |
| 7D | -1.0% | -2.8% | +1.8% | -0.8% |
| 30D | -8.7% | -13.3% | +4.5% | -7.8% |
| 3M | -4.0% | -12.3% | +8.3% | -3.7% |
| 6M | -13.1% | -31.5% | +18.3% | -10.5% |
| YTD | -23.5% | -36.1% | +12.6% | -20.7% |
| 1Y | -27.2% | -54.1% | +26.9% | -23.4% |
| All | -27.2% | -52.1% | +24.9% | -23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BLDR.
Daily Out/Under-Performance
Portfolio return minus BLDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLDR 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 1y: compounded portfolio wealth divided by compounded BLDR 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…
1y analysis · Full analysis span regression · 6 months rolling