-22.5%
KWEB vs BWA
+156.8%
-179.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.1% |
| 7D | -5.6% | -1.3% | -4.2% | -5.1% |
| 30D | -10.7% | -2.9% | -7.7% | -9.8% |
| 3M | -7.4% | -10.7% | +3.3% | -3.9% |
| 6M | -19.3% | +26.5% | -45.8% | -27.6% |
| YTD | -27.8% | +49.1% | -76.9% | -40.4% |
| 1Y | -35.9% | +52.1% | -88.0% | -47.8% |
| 3Y | -1.9% | +72.6% | -74.5% | -26.3% |
| 5Y | -43.2% | +89.4% | -132.6% | -59.6% |
| All | -22.5% | +156.8% | -179.3% | -51.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling