-22.5%
KWEB vs BTG
+159.3%
-181.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.4% | +0.3% | +0.6% |
| 7D | -5.6% | -3.8% | -1.8% | -5.1% |
| 30D | -10.7% | +3.6% | -14.3% | -11.3% |
| 3M | -7.4% | +32.0% | -39.4% | -11.7% |
| 6M | -19.3% | +3.4% | -22.7% | -20.6% |
| YTD | -27.8% | +20.8% | -48.5% | -30.8% |
| 1Y | -35.9% | +22.4% | -58.4% | -39.2% |
| 3Y | -1.9% | +91.7% | -93.6% | -14.4% |
| 5Y | -43.2% | +79.0% | -122.2% | -50.2% |
| All | -22.5% | +159.3% | -181.8% | -35.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling