+9.6%
KWEB vs BTSG
+382.3%
-372.8%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BTSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -6.6% | +5.3% | -0.5% |
| 7D | -4.3% | -5.8% | +1.5% | -3.6% |
| 30D | -13.0% | 0.0% | -13.0% | -13.1% |
| 3M | -7.6% | -4.5% | -3.1% | -8.0% |
| 6M | -21.1% | +40.0% | -61.1% | -26.7% |
| YTD | -28.2% | +54.6% | -82.8% | -34.4% |
| 1Y | -34.9% | +106.1% | -141.0% | -43.0% |
| All | +9.6% | +382.3% | -372.8% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling