+10.3%
KWEB vs BTSG
+389.4%
-379.1%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.5% |
| 7D | -5.6% | -3.3% | -2.3% | -5.2% |
| 30D | -10.7% | -1.6% | -9.1% | -10.6% |
| 3M | -7.4% | -6.9% | -0.5% | -7.4% |
| 6M | -19.3% | +42.1% | -61.4% | -25.2% |
| YTD | -27.8% | +56.8% | -84.6% | -34.1% |
| 1Y | -35.9% | +109.8% | -145.8% | -44.0% |
| All | +10.3% | +389.4% | -379.1% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BTSG.
Daily Out/Under-Performance
Portfolio return minus BTSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BTSG 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 BTSG 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