-42.1%
KWEB vs BP
+138.6%
-180.7%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -5.6% | +5.2% | -10.8% | -7.3% |
| 30D | -10.7% | +8.7% | -19.4% | -13.4% |
| 3M | -7.4% | +9.3% | -16.8% | -10.8% |
| 6M | -19.3% | +13.6% | -32.9% | -24.2% |
| YTD | -27.8% | +37.7% | -65.4% | -37.8% |
| 1Y | -35.9% | +40.6% | -76.6% | -45.6% |
| 3Y | -1.9% | +40.3% | -42.3% | -18.3% |
| All | -42.1% | +138.6% | -180.7% | -62.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 BP 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