-18.9%
KWEB vs BP
+15.4%
-34.3%
-23.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.0% |
| 7D | -3.6% | +4.0% | -7.6% | -3.0% |
| 30D | -14.9% | +7.8% | -22.7% | -13.9% |
| 3M | -5.4% | +8.4% | -13.8% | -4.5% |
| 6M | -18.9% | +15.1% | -33.9% | -16.9% |
| All | -18.9% | +15.4% | -34.3% | -16.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling