-22.5%
KWEB vs BLDR
+383.3%
-405.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BLDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | -5.6% | -8.2% | +2.7% | -3.8% |
| 30D | -10.7% | -16.6% | +6.0% | -7.2% |
| 3M | -7.4% | -23.2% | +15.7% | -3.0% |
| 6M | -19.3% | -33.7% | +14.4% | -13.2% |
| YTD | -27.8% | -41.3% | +13.6% | -20.6% |
| 1Y | -35.9% | -58.8% | +22.9% | -24.1% |
| 3Y | -1.9% | -57.5% | +55.5% | +10.3% |
| 5Y | -43.2% | +12.9% | -56.1% | -50.7% |
| All | -22.5% | +383.3% | -405.9% | -51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling