+21.3%
KWEB vs BWA
+84.7%
-63.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.5% | -0.8% | -1.7% |
| 7D | -3.6% | +0.1% | -3.7% | -3.6% |
| 30D | -14.9% | -5.6% | -9.4% | -13.1% |
| 3M | -5.4% | -10.7% | +5.3% | -1.9% |
| 6M | -18.9% | +23.2% | -42.0% | -26.5% |
| YTD | -27.2% | +46.0% | -73.2% | -39.6% |
| 1Y | -34.2% | +51.2% | -85.4% | -46.4% |
| 3Y | +0.6% | +69.6% | -68.9% | -23.9% |
| 5Y | -43.5% | +86.6% | -130.1% | -59.5% |
| 10Y | -20.6% | +152.3% | -172.9% | -53.8% |
| All | +21.3% | +84.7% | -63.4% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling