-44.2%
KWEB vs BTDR
+15.3%
-59.5%
-64.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.5% | +5.1% | -1.1% |
| 7D | -4.3% | -3.2% | -1.1% | -4.2% |
| 30D | -13.0% | +32.7% | -45.7% | -14.1% |
| 3M | -7.6% | -28.4% | +20.8% | -6.8% |
| 6M | -21.1% | +51.7% | -72.8% | -23.4% |
| YTD | -28.2% | +2.9% | -31.1% | -29.4% |
| 1Y | -34.9% | -15.5% | -19.4% | -35.8% |
| 3Y | -0.8% | 0.0% | -0.8% | -5.8% |
| 5Y | -43.6% | +16.5% | -60.0% | -48.8% |
| All | -44.2% | +15.3% | -59.5% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling