+20.4%
KWEB vs BR
+637.3%
-616.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.8% |
| 7D | -5.6% | -3.0% | -2.6% | -4.2% |
| 30D | -10.7% | -0.3% | -10.4% | -10.8% |
| 3M | -7.4% | +17.3% | -24.7% | -14.7% |
| 6M | -19.3% | -6.7% | -12.6% | -17.6% |
| YTD | -27.8% | -23.4% | -4.3% | -19.2% |
| 1Y | -35.9% | -32.7% | -3.3% | -23.7% |
| 3Y | -1.9% | -5.9% | +4.0% | -3.9% |
| 5Y | -43.2% | +8.4% | -51.6% | -49.7% |
| 10Y | -21.2% | +189.2% | -210.4% | -63.2% |
| All | +20.4% | +637.3% | -616.9% | -66.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling