-42.1%
KWEB vs BR
+8.0%
-50.1%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -5.6% | -3.0% | -2.6% | -4.5% |
| 30D | -10.7% | -0.3% | -10.4% | -10.8% |
| 3M | -7.4% | +17.3% | -24.7% | -13.5% |
| 6M | -19.3% | -6.7% | -12.6% | -17.5% |
| YTD | -27.8% | -23.4% | -4.3% | -19.5% |
| 1Y | -35.9% | -32.7% | -3.3% | -24.1% |
| 3Y | -1.9% | -5.9% | +4.0% | -4.9% |
| All | -42.1% | +8.0% | -50.1% | -53.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 BR 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