+21.3%
KWEB vs BP
+134.7%
-113.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.8% | -4.1% | -2.9% |
| 7D | -3.6% | +4.0% | -7.6% | -4.8% |
| 30D | -14.9% | +7.8% | -22.7% | -17.1% |
| 3M | -5.4% | +8.4% | -13.8% | -8.4% |
| 6M | -18.9% | +15.1% | -33.9% | -23.6% |
| YTD | -27.2% | +36.4% | -63.6% | -35.5% |
| 1Y | -34.2% | +40.9% | -75.1% | -42.6% |
| 3Y | +0.6% | +38.8% | -38.2% | -12.7% |
| 5Y | -43.5% | +141.1% | -184.6% | -59.4% |
| 10Y | -20.6% | +133.9% | -154.5% | -45.1% |
| All | +21.3% | +134.7% | -113.4% | -19.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling