-22.5%
KWEB vs BNY
+416.3%
-438.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -5.6% | -1.3% | -4.2% | -5.1% |
| 30D | -10.7% | -0.2% | -10.5% | -10.7% |
| 3M | -7.4% | +14.9% | -22.3% | -12.6% |
| 6M | -19.3% | +40.0% | -59.3% | -29.5% |
| YTD | -27.8% | +42.0% | -69.7% | -37.3% |
| 1Y | -35.9% | +56.9% | -92.8% | -46.6% |
| 3Y | -1.9% | +289.9% | -291.8% | -43.5% |
| 5Y | -43.2% | +259.2% | -302.4% | -66.5% |
| All | -22.5% | +416.3% | -438.8% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 BNY 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