-22.5%
KWEB vs BNS
+188.9%
-211.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.3% |
| 7D | -5.6% | -0.4% | -5.2% | -5.3% |
| 30D | -10.7% | +3.5% | -14.1% | -12.6% |
| 3M | -7.4% | +14.1% | -21.5% | -14.7% |
| 6M | -19.3% | +33.8% | -53.1% | -32.4% |
| YTD | -27.8% | +29.5% | -57.2% | -38.3% |
| 1Y | -35.9% | +48.4% | -84.3% | -49.6% |
| 3Y | -1.9% | +129.6% | -131.5% | -40.7% |
| 5Y | -43.2% | +96.1% | -139.3% | -62.1% |
| All | -22.5% | +188.9% | -211.4% | -57.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BNS.
Daily Out/Under-Performance
Portfolio return minus BNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNS 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 BNS 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