-39.3%
KWEB vs BROS
+35.1%
-74.4%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -5.6% | -5.8% | +0.2% | -4.8% |
| 30D | -10.7% | -14.0% | +3.3% | -8.9% |
| 3M | -7.4% | -32.5% | +25.1% | -3.0% |
| 6M | -19.3% | -14.9% | -4.4% | -18.5% |
| YTD | -27.8% | -28.3% | +0.5% | -25.5% |
| 1Y | -35.9% | -34.0% | -2.0% | -33.4% |
| 3Y | -1.9% | +63.0% | -64.9% | -15.4% |
| All | -39.3% | +35.1% | -74.4% | -42.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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