+20.4%
KWEB vs BRO
+352.3%
-331.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.7% |
| 7D | -5.6% | -7.3% | +1.8% | -3.1% |
| 30D | -10.7% | -6.9% | -3.8% | -8.6% |
| 3M | -7.4% | +10.7% | -18.1% | -11.2% |
| 6M | -19.3% | -2.7% | -16.6% | -19.4% |
| YTD | -27.8% | -16.3% | -11.4% | -24.1% |
| 1Y | -35.9% | -29.1% | -6.9% | -28.5% |
| 3Y | -1.9% | -7.8% | +5.9% | -5.2% |
| 5Y | -43.2% | +18.7% | -61.9% | -52.8% |
| 10Y | -21.2% | +291.9% | -313.1% | -68.1% |
| All | +20.4% | +352.3% | -331.9% | -56.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 BRO 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