-27.2%
KWEB vs BWA
+59.1%
-86.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.8% | -0.8% | +1.6% |
| 7D | -1.0% | +5.7% | -6.7% | -1.9% |
| 30D | -8.7% | +1.4% | -10.1% | -9.0% |
| 3M | -4.0% | -12.1% | +8.1% | -1.8% |
| 6M | -13.1% | +28.6% | -41.7% | -17.2% |
| YTD | -23.5% | +51.1% | -74.6% | -31.0% |
| 1Y | -27.2% | +55.9% | -83.0% | -34.5% |
| All | -27.2% | +59.1% | -86.2% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 BWA 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