-62.5%
KWEB vs COMP
-50.5%
-12.0%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | 0.0% |
| 7D | -5.6% | -5.5% | -0.1% | -4.6% |
| 30D | -10.7% | -17.4% | +6.8% | -7.7% |
| 3M | -7.4% | +24.4% | -31.8% | -11.7% |
| 6M | -19.3% | +21.8% | -41.1% | -23.8% |
| YTD | -27.8% | -0.6% | -27.2% | -29.8% |
| 1Y | -35.9% | +11.5% | -47.4% | -39.5% |
| 3Y | -1.9% | +220.4% | -222.4% | -31.2% |
| 5Y | -43.2% | -26.6% | -16.6% | -47.2% |
| All | -62.5% | -50.5% | -12.0% | -63.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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