-42.1%
KWEB vs BLK
+32.0%
-74.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BLK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | -0.2% |
| 7D | -5.6% | -3.3% | -2.3% | -3.8% |
| 30D | -10.7% | -6.5% | -4.2% | -7.4% |
| 3M | -7.4% | +6.7% | -14.2% | -11.4% |
| 6M | -19.3% | +14.7% | -34.1% | -26.3% |
| YTD | -27.8% | +2.5% | -30.3% | -30.0% |
| 1Y | -35.9% | -2.8% | -33.2% | -36.1% |
| 3Y | -1.9% | +65.9% | -67.8% | -32.8% |
| All | -42.1% | +32.0% | -74.1% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BLK.
Daily Out/Under-Performance
Portfolio return minus BLK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BLK 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 BLK 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