-42.1%
KWEB vs BN
+33.2%
-75.2%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.2% | +0.4% |
| 7D | -5.6% | -5.2% | -0.4% | -2.7% |
| 30D | -10.7% | -14.5% | +3.8% | -2.5% |
| 3M | -7.4% | -15.0% | +7.6% | +1.1% |
| 6M | -19.3% | -5.4% | -13.9% | -17.8% |
| YTD | -27.8% | -16.4% | -11.3% | -21.3% |
| 1Y | -35.9% | -16.2% | -19.7% | -30.7% |
| 3Y | -1.9% | +67.5% | -69.5% | -36.6% |
| All | -42.1% | +33.2% | -75.2% | -56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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