-22.5%
KWEB vs BRKR
+155.3%
-177.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -8.7% | +3.1% | -3.1% |
| 30D | -10.7% | -9.9% | -0.8% | -8.2% |
| 3M | -7.4% | -3.1% | -4.3% | -8.8% |
| 6M | -19.3% | +45.5% | -64.8% | -31.5% |
| YTD | -27.8% | +13.7% | -41.4% | -34.0% |
| 1Y | -35.9% | +67.4% | -103.4% | -49.4% |
| 3Y | -1.9% | -13.2% | +11.3% | -9.3% |
| 5Y | -43.2% | -39.5% | -3.7% | -40.9% |
| All | -22.5% | +155.3% | -177.8% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 10y: compounded portfolio wealth divided by compounded BRKR 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…
10y analysis · Full analysis span regression · 6 months rolling