-42.1%
KWEB vs BTDR
+20.7%
-62.8%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.5% |
| 7D | -5.6% | -3.4% | -2.2% | -5.4% |
| 30D | -10.7% | +32.6% | -43.3% | -11.8% |
| 3M | -7.4% | -32.2% | +24.8% | -6.4% |
| 6M | -19.3% | +52.4% | -71.7% | -21.7% |
| YTD | -27.8% | +6.7% | -34.4% | -29.0% |
| 1Y | -35.9% | -15.2% | -20.7% | -36.9% |
| 3Y | -1.9% | +14.9% | -16.8% | -7.0% |
| All | -42.1% | +20.7% | -62.8% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BTDR.
Daily Out/Under-Performance
Portfolio return minus BTDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTDR 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 BTDR 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