-27.2%
KWEB vs BTG
+38.4%
-65.5%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.4% | +3.4% | +2.2% |
| 7D | -1.0% | -0.9% | -0.1% | -1.0% |
| 30D | -8.7% | +36.8% | -45.6% | -12.8% |
| 3M | -4.0% | +23.1% | -27.1% | -6.8% |
| 6M | -13.1% | +3.5% | -16.6% | -13.9% |
| YTD | -23.5% | +25.5% | -49.0% | -26.3% |
| 1Y | -27.2% | +40.1% | -67.2% | -24.9% |
| All | -27.2% | +38.4% | -65.5% | -24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BTG.
Daily Out/Under-Performance
Portfolio return minus BTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTG 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 1y: compounded portfolio wealth divided by compounded BTG 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…
1y analysis · Full analysis span regression · 6 months rolling