+24.1%
KWEB vs BUD
+9.1%
+15.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.8% | -1.9% | -2.3% |
| 7D | -1.3% | +0.8% | -2.0% | -1.6% |
| 30D | -11.5% | -4.8% | -6.7% | -9.6% |
| 3M | -2.9% | +1.4% | -4.3% | -3.9% |
| 6M | -14.6% | +9.9% | -24.5% | -18.7% |
| YTD | -25.5% | +26.3% | -51.9% | -33.6% |
| 1Y | -31.1% | +36.1% | -67.2% | -40.8% |
| 3Y | +3.0% | +48.6% | -45.6% | -16.3% |
| 5Y | -42.6% | +45.0% | -87.6% | -52.9% |
| 10Y | -21.1% | -23.1% | +2.0% | -19.1% |
| All | +24.1% | +9.1% | +15.0% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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